-11.1%
VRSK vs PTEN
+87.9%
-99.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -5.2% | +3.5% | -8.6% | -5.2% |
| 30D | -2.3% | +17.5% | -19.9% | -2.6% |
| 3M | -2.9% | +12.7% | -15.7% | -3.1% |
| 6M | -12.8% | +33.1% | -45.9% | -13.4% |
| YTD | -20.8% | +116.4% | -137.3% | -22.5% |
| 1Y | -33.2% | +141.2% | -174.4% | -35.0% |
| 3Y | -26.6% | -3.8% | -22.8% | -26.9% |
| All | -11.1% | +87.9% | -99.0% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling