-24.5%
WU vs PTEN
-21.1%
-3.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -4.9% | -1.7% | -3.3% | -4.7% |
| 30D | -1.3% | +18.6% | -19.9% | -4.7% |
| 3M | -3.6% | +12.5% | -16.0% | -7.1% |
| 6M | -24.3% | +41.9% | -66.2% | -31.1% |
| YTD | -21.1% | +117.8% | -138.9% | -34.3% |
| 1Y | -10.3% | +145.3% | -155.6% | -27.7% |
| 3Y | -28.4% | -2.8% | -25.6% | -33.4% |
| 5Y | -51.2% | +93.4% | -144.6% | -63.6% |
| 10Y | -39.6% | -16.6% | -23.1% | -57.8% |
| All | -24.5% | -21.1% | -3.3% | -64.8% |
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