+62.5%
VUG vs PTEN
+49.0%
+13.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | +2.5% | +10.6% | -8.1% | +1.3% |
| 30D | -6.3% | -4.9% | -1.3% | -6.0% |
| 3M | -6.0% | +1.4% | -7.5% | -6.7% |
| 6M | -3.5% | -7.0% | +3.5% | -3.7% |
| YTD | +3.9% | +84.8% | -80.8% | -6.5% |
| 1Y | +5.1% | +95.7% | -90.6% | -6.4% |
| 3Y | +77.9% | +2.0% | +75.9% | +67.0% |
| All | +62.5% | +49.0% | +13.5% | +40.5% |
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