-4.1%
WAT vs PTEN
+94.7%
-98.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.2% |
| 7D | -1.8% | -1.7% | -0.1% | -1.6% |
| 30D | -1.7% | +18.6% | -20.3% | -3.6% |
| 3M | +9.1% | +12.5% | -3.4% | +7.2% |
| 6M | +32.4% | +41.9% | -9.4% | +25.3% |
| YTD | +6.6% | +117.8% | -111.2% | -5.2% |
| 1Y | +34.7% | +145.3% | -110.6% | +17.3% |
| 3Y | +53.6% | -2.8% | +56.4% | +44.4% |
| 5Y | -4.1% | +93.4% | -97.5% | -8.5% |
| All | -4.1% | +94.7% | -98.7% | -8.5% |
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