+2,973.0%
SO vs PTEN
+1,889.0%
+1,084.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -4.6% | +31.2% | -35.8% | -6.0% |
| 3M | -3.0% | +2.0% | -5.1% | -3.4% |
| 6M | -8.3% | +42.4% | -50.7% | -10.3% |
| YTD | +3.5% | +109.2% | -105.7% | -0.9% |
| 1Y | -0.9% | +122.3% | -123.2% | -5.7% |
| 3Y | +45.4% | -5.6% | +50.9% | +43.0% |
| 5Y | +59.6% | +86.5% | -26.9% | +48.4% |
| 10Y | +156.6% | -22.1% | +178.7% | +131.0% |
| All | +2,973.0% | +1,889.0% | +1,084.0% | +2,203.7% |
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