+0.6%
SHAK vs PTEN
-3.7%
+4.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.2% |
| 7D | -8.3% | +3.5% | -11.7% | -8.8% |
| 30D | -12.6% | +17.5% | -30.2% | -15.2% |
| 3M | +9.1% | +12.7% | -3.6% | +6.2% |
| 6M | -31.2% | +33.1% | -64.3% | -37.2% |
| YTD | -21.6% | +116.4% | -138.0% | -38.3% |
| 1Y | -38.8% | +141.2% | -180.0% | -54.3% |
| 3Y | +0.6% | -3.8% | +4.4% | -15.6% |
| All | +0.6% | -3.7% | +4.3% | -15.6% |
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 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