+27.5%
USFR vs PTEN
-33.7%
+61.2%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +0.3% | +29.3% | -29.0% | +0.3% |
| 3M | +1.0% | +7.2% | -6.3% | +1.0% |
| 6M | +1.9% | +43.5% | -41.6% | +1.9% |
| YTD | +2.7% | +113.2% | -110.6% | +2.6% |
| 1Y | +4.0% | +135.1% | -131.0% | +4.0% |
| 3Y | +14.0% | -4.8% | +18.9% | +14.0% |
| 5Y | +20.4% | +94.6% | -74.2% | +20.3% |
| 10Y | +28.1% | -24.2% | +52.3% | +28.0% |
| All | +27.5% | -33.7% | +61.2% | +27.1% |
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