-63.0%
XYZ vs PTEN
+24.6%
-87.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +12.1% | -25.5% | +37.7% | +19.6% |
| 30D | +12.4% | -11.7% | +24.0% | +14.4% |
| 3M | +8.2% | -0.5% | +8.7% | +6.0% |
| 6M | +20.7% | -12.9% | +33.6% | +20.4% |
| YTD | +31.3% | +67.1% | -35.8% | +3.7% |
| 1Y | +20.5% | +70.5% | -50.0% | -6.0% |
| 3Y | +72.6% | -10.4% | +83.1% | +57.4% |
| All | -63.0% | +24.6% | -87.5% | -72.2% |
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 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