-74.5%
U vs PTEN
+40.8%
-115.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | +2.8% | +7.2% | -4.4% | +1.3% |
| 30D | +7.6% | -7.4% | +15.0% | +8.3% |
| 3M | +12.7% | -2.4% | +15.1% | +11.4% |
| 6M | +87.0% | -10.0% | +97.0% | +85.9% |
| YTD | +13.6% | +79.7% | -66.1% | -9.4% |
| 1Y | +25.3% | +86.5% | -61.2% | -1.4% |
| 3Y | +85.8% | -1.4% | +87.2% | +66.6% |
| 5Y | -74.5% | +43.9% | -118.4% | -80.3% |
| All | -74.5% | +40.8% | -115.3% | -80.3% |
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