+6.5%
Z vs PTEN
-25.5%
+32.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.6% | -25.5% | +21.0% | -0.5% |
| 30D | +8.3% | -11.7% | +20.0% | +9.7% |
| 3M | -11.6% | -0.5% | -11.1% | -12.6% |
| 6M | -33.6% | -12.9% | -20.8% | -33.6% |
| YTD | -56.7% | +67.1% | -123.8% | -61.8% |
| 1Y | -59.1% | +70.5% | -129.7% | -64.1% |
| 3Y | -20.4% | -10.4% | -9.9% | -24.4% |
| 5Y | -55.3% | +23.7% | -78.9% | -61.4% |
| 10Y | -14.2% | -42.7% | +28.5% | -36.7% |
| All | +6.5% | -25.5% | +32.0% | -30.1% |
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 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