+17.3%
WOLF vs PTEN
+142.0%
-124.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | -8.6% | +3.5% | -12.0% | -8.5% |
| 30D | -18.3% | +17.5% | -35.8% | -18.1% |
| 3M | -43.1% | +12.7% | -55.8% | -43.0% |
| 6M | +42.4% | +33.1% | +9.3% | +40.2% |
| YTD | +48.9% | +116.4% | -67.6% | +44.3% |
| All | +17.3% | +142.0% | -124.8% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling