+1,994.8%
RSG vs PTEN
+284.2%
+1,710.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | 0.0% | +3.5% | -3.4% | -0.3% |
| 30D | +4.0% | +17.5% | -13.6% | +2.1% |
| 3M | +7.4% | +12.7% | -5.4% | +5.5% |
| 6M | +0.1% | +33.1% | -33.0% | -3.7% |
| YTD | +6.0% | +116.4% | -110.4% | -3.4% |
| 1Y | -3.0% | +141.2% | -144.1% | -13.0% |
| 3Y | +56.5% | -3.8% | +60.3% | +51.0% |
| 5Y | +90.9% | +92.7% | -1.8% | +62.8% |
| 10Y | +428.7% | -17.1% | +445.8% | +331.7% |
| All | +1,994.8% | +284.2% | +1,710.6% | +1,031.7% |
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 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