+337.3%
VSXY vs PTEN
-3.7%
+341.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +0.1% | +3.5% | -3.3% | -0.5% |
| 30D | -18.7% | +17.5% | -36.2% | -21.2% |
| 3M | -4.0% | +12.7% | -16.7% | -6.7% |
| 6M | +67.5% | +33.1% | +34.4% | +53.7% |
| YTD | +39.7% | +116.4% | -76.8% | +11.4% |
| 1Y | +180.0% | +141.2% | +38.8% | +114.4% |
| 3Y | +337.3% | -3.8% | +341.1% | +298.2% |
| All | +337.3% | -3.7% | +341.0% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling