+55.2%
VALE vs PTEN
+148.3%
-93.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -0.3% | +3.5% | -3.7% | -0.3% |
| 30D | +8.6% | +17.5% | -8.9% | +8.7% |
| 3M | +2.0% | +12.7% | -10.7% | +2.1% |
| 6M | +2.1% | +33.1% | -31.0% | +0.5% |
| YTD | +20.2% | +116.4% | -96.2% | +9.9% |
| 1Y | +55.2% | +141.2% | -86.0% | +38.8% |
| All | +55.2% | +148.3% | -93.2% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling