+579.5%
VRSK vs PTEN
+12.7%
+566.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.7% | +2.8% | -10.5% | -7.9% |
| 30D | -2.8% | +17.6% | -20.4% | -3.9% |
| 3M | -3.7% | +8.2% | -11.9% | -4.5% |
| 6M | -12.8% | +38.1% | -50.9% | -15.1% |
| YTD | -21.0% | +117.3% | -138.2% | -25.5% |
| 1Y | -32.5% | +146.1% | -178.6% | -37.1% |
| 3Y | -26.5% | -3.0% | -23.5% | -28.1% |
| 5Y | -11.5% | +93.5% | -105.0% | -20.3% |
| 10Y | +125.7% | -16.8% | +142.4% | +95.3% |
| All | +579.5% | +12.7% | +566.9% | +429.5% |
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 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