+141.9%
RY vs PTEN
+90.4%
+51.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -0.3% | +31.2% | -31.5% | -3.3% |
| 3M | +8.7% | +2.0% | +6.6% | +8.0% |
| 6M | +28.5% | +42.4% | -13.9% | +22.0% |
| YTD | +25.1% | +109.2% | -84.1% | +12.9% |
| 1Y | +46.3% | +122.3% | -76.0% | +30.3% |
| 3Y | +154.9% | -5.6% | +160.5% | +148.0% |
| All | +141.9% | +90.4% | +51.5% | +104.7% |
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 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