-100.0%
SPXS vs PTEN
+55.1%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +2.5% |
| 7D | +1.2% | -1.7% | +2.9% | +0.4% |
| 30D | +5.2% | +18.6% | -13.4% | +14.3% |
| 3M | -9.2% | +12.5% | -21.6% | -3.5% |
| 6M | -29.6% | +41.9% | -71.5% | -16.0% |
| YTD | -27.6% | +117.8% | -145.4% | +7.9% |
| 1Y | -36.7% | +145.3% | -182.1% | +2.1% |
| 3Y | -79.8% | -2.8% | -77.0% | -75.3% |
| 5Y | -85.9% | +93.4% | -179.3% | -68.6% |
| 10Y | -99.5% | -16.6% | -83.0% | -98.7% |
| All | -100.0% | +55.1% | -155.1% | -99.9% |
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