-31.9%
SHAK vs PTEN
+135.2%
-167.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | 0.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.6% |
| 30D | -6.6% | +31.2% | -37.9% | -2.4% |
| 3M | +30.1% | +2.0% | +28.0% | +33.1% |
| 6M | -28.7% | +42.4% | -71.2% | -27.4% |
| YTD | -14.5% | +109.2% | -123.7% | -14.0% |
| 1Y | -31.9% | +122.3% | -154.2% | -34.3% |
| All | -31.9% | +135.2% | -167.1% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling