+676.6%
UMAC vs PTEN
+38.4%
+638.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -4.0% | +2.8% | -6.8% | -5.3% |
| 30D | -9.4% | +17.6% | -27.0% | -16.6% |
| 3M | +3.0% | +8.2% | -5.2% | -3.1% |
| 6M | +27.2% | +38.1% | -10.9% | -0.6% |
| YTD | +84.7% | +117.3% | -32.6% | +8.9% |
| 1Y | +136.5% | +146.1% | -9.6% | +28.2% |
| All | +676.6% | +38.4% | +638.2% | +412.3% |
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 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