-33.8%
TRU vs PTEN
+87.9%
-121.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -2.7% | +3.5% | -6.2% | -3.2% |
| 30D | -2.0% | +17.5% | -19.6% | -4.6% |
| 3M | +18.4% | +12.7% | +5.7% | +15.4% |
| 6M | +8.9% | +33.1% | -24.2% | +1.8% |
| YTD | -8.9% | +116.4% | -125.4% | -22.9% |
| 1Y | -15.9% | +141.2% | -157.0% | -30.6% |
| 3Y | -1.1% | -3.8% | +2.7% | -9.5% |
| All | -33.8% | +87.9% | -121.7% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling