+356.8%
ACWI vs PTEN
-30.1%
+386.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +0.9% | +31.2% | -30.4% | -4.5% |
| 3M | +2.4% | +2.0% | +0.4% | +1.0% |
| 6M | +12.4% | +42.4% | -30.0% | +3.0% |
| YTD | +15.2% | +109.2% | -94.0% | -2.4% |
| 1Y | +22.7% | +122.3% | -99.6% | +2.1% |
| 3Y | +75.8% | -5.6% | +81.4% | +65.6% |
| 5Y | +67.7% | +86.5% | -18.8% | +27.9% |
| 10Y | +229.0% | -22.1% | +251.1% | +138.5% |
| All | +356.8% | -30.1% | +386.9% | +123.5% |
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