+157.5%
RY vs PTEN
-13.8%
+171.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.9% | -25.5% | +24.6% | +0.6% |
| 30D | +5.9% | -11.7% | +17.5% | +6.3% |
| 3M | -4.3% | -0.5% | -3.8% | -4.7% |
| 6M | +12.1% | -12.9% | +25.0% | +12.4% |
| YTD | +20.3% | +67.1% | -46.8% | +12.5% |
| 1Y | +41.0% | +70.5% | -29.5% | +31.4% |
| 3Y | +157.5% | -10.4% | +168.0% | +154.7% |
| All | +157.5% | -13.8% | +171.3% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling