+657.4%
UMAC vs PTEN
+37.8%
+619.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -3.4% | +3.5% | -6.9% | -5.0% |
| 30D | -15.1% | +17.5% | -32.6% | -21.9% |
| 3M | -10.8% | +12.7% | -23.5% | -17.7% |
| 6M | +15.7% | +33.1% | -17.4% | -7.6% |
| YTD | +80.1% | +116.4% | -36.3% | +6.4% |
| 1Y | +116.7% | +141.2% | -24.5% | +18.8% |
| All | +657.4% | +37.8% | +619.6% | +400.7% |
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