+4,258.1%
USB vs PTEN
+1,493.4%
+2,764.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.0% |
| 7D | -1.5% | -21.6% | +20.1% | +2.3% |
| 30D | +4.3% | -12.8% | +17.1% | +6.2% |
| 3M | -6.1% | +5.1% | -11.2% | -7.7% |
| 6M | +9.4% | -18.5% | +27.9% | +11.3% |
| YTD | +15.2% | +67.6% | -52.4% | +2.4% |
| 1Y | +32.8% | +71.1% | -38.3% | +17.5% |
| 3Y | +91.3% | -12.6% | +103.9% | +84.4% |
| 5Y | +22.7% | +24.0% | -1.4% | +6.5% |
| 10Y | +97.0% | -42.5% | +139.6% | +63.1% |
| All | +4,258.1% | +1,493.4% | +2,764.7% | +2,501.6% |
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