+195.5%
W vs PTEN
-57.1%
+252.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.0% |
| 7D | -1.7% | +7.2% | -8.9% | -3.1% |
| 30D | +3.2% | -7.4% | +10.6% | +4.2% |
| 3M | +8.3% | -2.4% | +10.7% | +7.6% |
| 6M | +84.3% | -10.0% | +94.3% | +82.6% |
| YTD | +11.0% | +79.7% | -68.7% | -7.7% |
| 1Y | -0.2% | +86.5% | -86.7% | -18.0% |
| 3Y | +157.9% | -1.4% | +159.3% | +138.9% |
| 5Y | -56.8% | +43.9% | -100.7% | -63.5% |
| 10Y | +212.2% | -40.0% | +252.2% | +125.9% |
| All | +195.5% | -57.1% | +252.6% | +118.0% |
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