-53.1%
Z vs PTEN
+49.0%
-102.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.1% |
| 7D | +0.8% | +10.6% | -9.7% | -0.6% |
| 30D | +5.2% | -4.9% | +10.1% | +5.2% |
| 3M | -17.0% | +1.4% | -18.5% | -18.2% |
| 6M | -22.7% | -7.0% | -15.6% | -23.2% |
| YTD | -56.3% | +84.8% | -141.1% | -62.9% |
| 1Y | -57.7% | +95.7% | -153.3% | -64.5% |
| 3Y | -16.5% | +2.0% | -18.5% | -23.1% |
| All | -53.1% | +49.0% | -102.1% | -65.1% |
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