+46.4%
VALE vs PTEN
-3.4%
+49.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.2% | +2.8% | -3.0% | -0.5% |
| 30D | +9.7% | +17.6% | -7.8% | +7.7% |
| 3M | +5.3% | +8.2% | -2.9% | +4.0% |
| 6M | +0.5% | +38.1% | -37.6% | -5.2% |
| YTD | +20.6% | +117.3% | -96.7% | +5.0% |
| 1Y | +57.6% | +146.1% | -88.5% | +33.5% |
| All | +46.4% | -3.4% | +49.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling