+2,320.2%
VALE vs PTEN
+34.8%
+2,285.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.2% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | +8.8% | +29.3% | -20.5% | -2.0% |
| 3M | +6.8% | +7.2% | -0.5% | +1.7% |
| 6M | +6.9% | +43.5% | -36.6% | -11.5% |
| YTD | +22.8% | +113.2% | -90.4% | -13.6% |
| 1Y | +61.3% | +135.1% | -73.8% | +7.6% |
| 3Y | +53.3% | -4.8% | +58.1% | +32.8% |
| 5Y | +44.9% | +94.6% | -49.8% | -19.9% |
| 10Y | +486.8% | -24.2% | +511.0% | +207.8% |
| All | +2,320.2% | +34.8% | +2,285.4% | +755.3% |
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