-53.2%
S vs PTEN
+44.6%
-97.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -7.7% | +0.7% | -8.4% | -7.9% |
| 30D | -5.3% | +31.2% | -36.6% | -9.6% |
| 3M | +20.3% | +2.0% | +18.2% | +19.0% |
| 6M | +47.4% | +42.4% | +5.0% | +37.1% |
| YTD | +32.5% | +109.2% | -76.7% | +14.9% |
| 1Y | +9.5% | +122.3% | -112.8% | -6.5% |
| 3Y | +15.5% | -5.6% | +21.1% | +8.3% |
| 5Y | -71.2% | +86.5% | -157.7% | -73.9% |
| All | -53.2% | +44.6% | -97.8% | -59.6% |
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