+129.7%
ROP vs PTEN
-15.3%
+145.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -8.0% | +2.8% | -10.8% | -8.2% |
| 30D | -2.7% | +17.6% | -20.3% | -4.3% |
| 3M | +16.6% | +8.2% | +8.4% | +15.2% |
| 6M | +10.4% | +38.1% | -27.7% | +6.0% |
| YTD | -12.1% | +117.3% | -129.4% | -19.5% |
| 1Y | -23.6% | +146.1% | -169.7% | -31.2% |
| 3Y | -19.3% | -3.0% | -16.3% | -21.9% |
| 5Y | -15.4% | +93.5% | -108.8% | -26.6% |
| All | +129.7% | -15.3% | +145.0% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling