+484.7%
VYM vs PTEN
-27.5%
+512.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.9% | +2.8% | -4.6% | -2.3% |
| 30D | -2.6% | +17.6% | -20.2% | -5.4% |
| 3M | +3.6% | +8.2% | -4.6% | +1.3% |
| 6M | +8.7% | +38.1% | -29.4% | +1.1% |
| YTD | +14.1% | +117.3% | -103.2% | -2.3% |
| 1Y | +17.8% | +146.1% | -128.3% | -1.9% |
| 3Y | +64.5% | -3.0% | +67.6% | +55.6% |
| 5Y | +77.5% | +93.5% | -15.9% | +39.4% |
| 10Y | +206.1% | -16.8% | +222.9% | +128.6% |
| All | +484.7% | -27.5% | +512.3% | +213.1% |
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