+187.3%
VEU vs PTEN
-16.2%
+203.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.2% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | +0.7% | +18.6% | -17.9% | -2.9% |
| 3M | +4.7% | +12.5% | -7.8% | +1.2% |
| 6M | +11.6% | +41.9% | -30.2% | +1.6% |
| YTD | +16.8% | +117.8% | -101.0% | -3.1% |
| 1Y | +24.9% | +145.3% | -120.4% | +0.3% |
| 3Y | +75.7% | -2.8% | +78.5% | +63.5% |
| 5Y | +56.1% | +93.4% | -37.3% | +14.6% |
| 10Y | +153.6% | -16.6% | +170.2% | +74.0% |
| All | +187.3% | -16.2% | +203.5% | +27.7% |
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 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