+25.0%
ROK vs PTEN
+79.8%
-54.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | -0.9% |
| 7D | 0.0% | -15.5% | +15.5% | -0.6% |
| 30D | -2.5% | -7.8% | +5.3% | -2.8% |
| 3M | 0.0% | +6.4% | -6.4% | +0.6% |
| 6M | +11.6% | -11.9% | +23.4% | +11.6% |
| YTD | +15.2% | +79.4% | -64.2% | +4.2% |
| 1Y | +25.0% | +84.9% | -59.9% | +12.4% |
| All | +25.0% | +79.8% | -54.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling