+184.4%
ROP vs PTEN
-38.4%
+222.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | +0.7% | +10.6% | -9.9% | -0.2% |
| 30D | +28.8% | -4.9% | +33.7% | +29.0% |
| 3M | +21.1% | +1.4% | +19.6% | +20.3% |
| 6M | +52.5% | -7.0% | +59.6% | +52.2% |
| YTD | +8.9% | +84.8% | -75.9% | +0.9% |
| 1Y | +8.2% | +95.7% | -87.4% | -0.3% |
| 3Y | -5.2% | +2.0% | -7.1% | -8.9% |
| 5Y | +1.7% | +48.0% | -46.2% | -9.3% |
| All | +184.4% | -38.4% | +222.8% | +136.7% |
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