+215.6%
TRU vs PTEN
-15.4%
+231.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -9.4% | +2.8% | -12.2% | -9.7% |
| 30D | -4.1% | +17.6% | -21.7% | -6.5% |
| 3M | +13.6% | +8.2% | +5.4% | +11.3% |
| 6M | +3.6% | +38.1% | -34.5% | -3.2% |
| YTD | -9.8% | +117.3% | -127.1% | -21.8% |
| 1Y | -13.6% | +146.1% | -159.7% | -26.8% |
| 3Y | -2.0% | -3.0% | +1.1% | -7.1% |
| 5Y | -35.8% | +93.5% | -129.3% | -47.2% |
| 10Y | +142.9% | -16.8% | +159.7% | +82.0% |
| All | +215.6% | -15.4% | +231.0% | +125.9% |
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