+78.2%
VSXY vs PTEN
+85.6%
-7.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.9% |
| 7D | -10.7% | -1.7% | -9.0% | -10.4% |
| 30D | -24.3% | +18.6% | -42.8% | -26.6% |
| 3M | +1.0% | +12.5% | -11.4% | -1.9% |
| 6M | +57.4% | +41.9% | +15.5% | +43.8% |
| YTD | +39.8% | +117.8% | -78.0% | +16.1% |
| 1Y | +196.5% | +145.3% | +51.2% | +138.5% |
| 3Y | +357.2% | -2.8% | +360.1% | +322.7% |
| 5Y | +18.9% | +93.4% | -74.5% | +8.7% |
| All | +78.2% | +85.6% | -7.4% | +69.3% |
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