+40.3%
RUN vs PTEN
-15.6%
+56.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.7% | +3.5% | -7.2% | -4.5% |
| 30D | -13.0% | +17.5% | -30.5% | -16.7% |
| 3M | -31.8% | +12.7% | -44.5% | -34.9% |
| 6M | -32.2% | +33.1% | -65.3% | -39.3% |
| YTD | -53.5% | +116.4% | -169.9% | -63.8% |
| 1Y | -46.5% | +141.2% | -187.7% | -59.8% |
| 3Y | -37.6% | -3.8% | -33.8% | -42.8% |
| 5Y | -80.9% | +92.7% | -173.6% | -86.2% |
| All | +40.3% | -15.6% | +56.0% | -9.2% |
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