-16.7%
ALC vs PTEN
+94.7%
-111.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -5.3% | -1.7% | -3.6% | -5.1% |
| 30D | -7.1% | +18.6% | -25.7% | -8.6% |
| 3M | +0.8% | +12.5% | -11.7% | -0.7% |
| 6M | -16.0% | +41.9% | -57.8% | -19.5% |
| YTD | -12.7% | +117.8% | -130.5% | -20.5% |
| 1Y | -12.8% | +145.3% | -158.2% | -22.0% |
| 3Y | -15.8% | -2.8% | -13.0% | -19.2% |
| 5Y | -16.7% | +93.4% | -110.1% | -24.3% |
| All | -16.7% | +94.7% | -111.3% | -24.3% |
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