+8,990.6%
ROK vs PTEN
+1,927.4%
+7,063.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | +2.8% | -1.0% | +3.8% | +2.9% |
| 30D | -2.4% | +29.3% | -31.7% | -7.4% |
| 3M | -4.7% | +7.2% | -11.9% | -7.0% |
| 6M | +16.8% | +43.5% | -26.8% | +6.5% |
| YTD | +11.4% | +113.2% | -101.9% | -6.2% |
| 1Y | +26.2% | +135.1% | -108.9% | +3.6% |
| 3Y | +51.9% | -4.8% | +56.7% | +44.0% |
| 5Y | +46.4% | +94.6% | -48.2% | +13.2% |
| 10Y | +343.5% | -24.2% | +367.7% | +237.2% |
| All | +8,990.6% | +1,927.4% | +7,063.2% | +5,238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling