-100.0%
VIVK vs PTEN
+34.6%
-134.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -9.5% | +2.8% | -12.3% | -9.8% |
| 30D | -35.1% | +17.6% | -52.7% | -36.4% |
| 3M | -93.4% | +8.2% | -101.5% | -93.4% |
| 6M | -98.0% | +38.1% | -136.1% | -98.1% |
| YTD | -97.9% | +117.3% | -215.1% | -98.1% |
| 1Y | -100.0% | +146.1% | -246.1% | -100.0% |
| 3Y | -100.0% | -3.0% | -96.9% | -100.0% |
| 5Y | -100.0% | +93.5% | -193.5% | -100.0% |
| 10Y | -100.0% | -16.8% | -83.2% | -100.0% |
| All | -100.0% | +34.6% | -134.6% | -100.0% |
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