+554.0%
XYZ vs PTEN
-23.3%
+577.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +12.1% | -25.5% | +37.7% | +18.2% |
| 30D | +12.4% | -11.7% | +24.0% | +14.2% |
| 3M | +8.2% | -0.5% | +8.7% | +6.7% |
| 6M | +20.7% | -12.9% | +33.6% | +20.6% |
| YTD | +31.3% | +67.1% | -35.8% | +12.0% |
| 1Y | +20.5% | +70.5% | -50.0% | +2.0% |
| 3Y | +72.6% | -10.4% | +83.1% | +62.3% |
| 5Y | -64.0% | +23.7% | -87.6% | -68.9% |
| 10Y | +601.8% | -42.7% | +644.5% | +435.5% |
| All | +554.0% | -23.3% | +577.3% | +352.7% |
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 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