+67.1%
ADM vs PTEN
+94.7%
-27.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +1.4% | -1.7% | +3.0% | +1.7% |
| 30D | +8.2% | +18.6% | -10.4% | +4.5% |
| 3M | +8.7% | +12.5% | -3.7% | +5.6% |
| 6M | +29.1% | +41.9% | -12.8% | +19.3% |
| YTD | +53.7% | +117.8% | -64.1% | +30.4% |
| 1Y | +43.2% | +145.3% | -102.1% | +18.0% |
| 3Y | +21.4% | -2.8% | +24.2% | +15.4% |
| 5Y | +67.1% | +93.4% | -26.3% | +38.7% |
| All | +67.1% | +94.7% | -27.6% | +38.7% |
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 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