+208.0%
VSXY vs PTEN
+79.8%
+128.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -9.4% | +17.7% | +7.4% |
| 7D | +14.2% | -15.5% | +29.7% | +12.6% |
| 30D | +21.9% | -7.8% | +29.6% | +20.9% |
| 3M | +22.1% | +6.4% | +15.7% | +23.6% |
| 6M | +116.7% | -11.9% | +128.6% | +112.6% |
| YTD | +101.1% | +79.4% | +21.7% | +103.1% |
| 1Y | +208.0% | +84.9% | +123.1% | +201.2% |
| All | +208.0% | +79.8% | +128.2% | +201.2% |
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