-45.7%
TOST vs PTEN
+83.9%
-129.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -2.4% | +31.2% | -33.7% | -7.9% |
| 3M | +34.6% | +2.0% | +32.6% | +32.7% |
| 6M | +15.2% | +42.4% | -27.2% | +3.6% |
| YTD | -4.4% | +109.2% | -113.6% | -22.3% |
| 1Y | -17.4% | +122.3% | -139.7% | -34.4% |
| 3Y | +54.5% | -5.6% | +60.0% | +44.8% |
| All | -45.7% | +83.9% | -129.6% | -58.4% |
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