-9.2%
VRSK vs PTEN
+79.8%
-89.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.4% | +9.8% | -0.3% |
| 7D | +4.2% | -15.5% | +19.7% | +3.0% |
| 30D | +21.2% | -7.8% | +29.0% | +20.6% |
| 3M | +2.9% | +6.4% | -3.5% | +2.9% |
| 6M | +11.3% | -11.9% | +23.2% | +13.0% |
| YTD | -10.8% | +79.4% | -90.2% | -7.4% |
| 1Y | -9.2% | +84.9% | -94.1% | -5.8% |
| All | -9.2% | +79.8% | -89.0% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling