+555.8%
ROKU vs PTEN
-24.0%
+579.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.6% | +2.8% | -5.4% | -3.0% |
| 30D | +2.1% | +17.6% | -15.4% | -0.3% |
| 3M | +31.8% | +8.2% | +23.6% | +29.5% |
| 6M | +53.3% | +38.1% | +15.2% | +43.8% |
| YTD | +42.1% | +117.3% | -75.2% | +23.9% |
| 1Y | +62.3% | +146.1% | -83.8% | +38.3% |
| 3Y | +84.6% | -3.0% | +87.7% | +75.0% |
| 5Y | -53.1% | +93.5% | -146.5% | -59.5% |
| All | +555.8% | -24.0% | +579.8% | +519.5% |
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