+163.6%
W vs PTEN
-50.0%
+213.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.7% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -7.6% | +31.2% | -38.8% | -13.0% |
| 3M | +37.2% | +2.0% | +35.1% | +34.1% |
| 6M | +26.3% | +42.4% | -16.1% | +12.6% |
| YTD | -1.0% | +109.2% | -110.2% | -19.4% |
| 1Y | +20.1% | +122.3% | -102.2% | -4.9% |
| 3Y | +37.8% | -5.6% | +43.4% | +29.1% |
| 5Y | -63.7% | +86.5% | -150.1% | -70.7% |
| 10Y | +156.3% | -22.1% | +178.5% | +79.1% |
| All | +163.6% | -50.0% | +213.6% | +90.2% |
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 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