+221.2%
UPS vs PTEN
+168.2%
+53.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -2.3% | +29.3% | -31.6% | -5.6% |
| 3M | -5.2% | +7.2% | -12.5% | -6.6% |
| 6M | +1.4% | +43.5% | -42.1% | -4.4% |
| YTD | +6.1% | +113.2% | -107.1% | -5.0% |
| 1Y | +27.0% | +135.1% | -108.1% | +11.7% |
| 3Y | -25.9% | -4.8% | -21.1% | -28.8% |
| 5Y | -34.6% | +94.6% | -129.2% | -44.5% |
| 10Y | +36.2% | -24.2% | +60.4% | +13.0% |
| All | +221.2% | +168.2% | +53.0% | +124.4% |
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