-24.7%
WULF vs PTEN
+87.9%
-112.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | +3.5% | -2.1% | +0.4% |
| 30D | -2.6% | +17.5% | -20.2% | -7.6% |
| 3M | -34.0% | +12.7% | -46.7% | -37.3% |
| 6M | +10.0% | +33.1% | -23.1% | -4.3% |
| YTD | +45.7% | +116.4% | -70.7% | +5.8% |
| 1Y | +57.3% | +141.2% | -83.8% | +7.4% |
| 3Y | +878.9% | -3.8% | +882.7% | +770.6% |
| All | -24.7% | +87.9% | -112.6% | -31.7% |
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