+382.8%
VNQ vs PTEN
-2.0%
+384.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.6% | +2.8% | -5.4% | -3.1% |
| 30D | -2.3% | +17.6% | -19.9% | -5.5% |
| 3M | -2.8% | +8.2% | -11.0% | -5.2% |
| 6M | +2.5% | +38.1% | -35.6% | -5.7% |
| YTD | +8.4% | +117.3% | -108.8% | -9.0% |
| 1Y | +6.8% | +146.1% | -139.3% | -13.3% |
| 3Y | +29.9% | -3.0% | +33.0% | +21.5% |
| 5Y | +7.2% | +93.5% | -86.3% | -19.9% |
| 10Y | +62.5% | -16.8% | +79.3% | +11.9% |
| All | +382.8% | -2.0% | +384.7% | +112.8% |
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 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