-15.9%
ROP vs PTEN
+94.7%
-110.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.5% |
| 7D | -6.1% | -1.7% | -4.4% | -6.0% |
| 30D | -3.4% | +18.6% | -21.9% | -4.5% |
| 3M | +16.7% | +12.5% | +4.2% | +15.6% |
| 6M | +8.1% | +41.9% | -33.8% | +4.8% |
| YTD | -11.7% | +117.8% | -129.5% | -17.2% |
| 1Y | -24.2% | +145.3% | -169.5% | -30.0% |
| 3Y | -19.0% | -2.8% | -16.2% | -21.2% |
| 5Y | -15.9% | +93.4% | -109.3% | -19.6% |
| All | -15.9% | +94.7% | -110.5% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling