-14.4%
RUN vs PTEN
-6.7%
-7.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | +10.2% | -1.0% | +11.2% | +10.4% |
| 30D | -9.6% | +29.3% | -38.9% | -15.6% |
| 3M | -31.5% | +7.2% | -38.7% | -33.8% |
| 6M | -18.7% | +43.5% | -62.2% | -28.4% |
| YTD | -49.9% | +113.2% | -163.1% | -60.6% |
| 1Y | -45.5% | +135.1% | -180.6% | -58.4% |
| 3Y | -34.1% | -4.8% | -29.3% | -39.3% |
| 5Y | -79.4% | +94.6% | -174.0% | -85.1% |
| 10Y | +48.9% | -24.2% | +73.1% | +0.5% |
| All | -14.4% | -6.7% | -7.7% | -46.2% |
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 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