-35.3%
SHAK vs PTEN
+43.1%
-78.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.2% |
| 7D | -11.0% | +2.8% | -13.8% | -10.1% |
| 30D | -14.0% | +17.6% | -31.6% | -9.2% |
| 3M | +13.3% | +8.2% | +5.1% | +17.6% |
| 6M | -35.3% | +38.1% | -73.4% | -23.6% |
| All | -35.3% | +43.1% | -78.4% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling