+1,851.0%
SHEL vs PTEN
+1,970.6%
-119.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | +7.2% | +18.6% | -11.4% | +2.6% |
| 3M | +12.9% | +12.5% | +0.4% | +8.9% |
| 6M | +13.7% | +41.9% | -28.2% | +2.9% |
| YTD | +33.7% | +117.8% | -84.1% | +8.5% |
| 1Y | +37.9% | +145.3% | -107.4% | +8.0% |
| 3Y | +70.2% | -2.8% | +73.1% | +60.0% |
| 5Y | +192.3% | +93.4% | +98.9% | +120.4% |
| 10Y | +207.3% | -16.6% | +223.9% | +130.3% |
| All | +1,851.0% | +1,970.6% | -119.6% | +840.9% |
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