+956.6%
ALM vs PTEN
+94.7%
+862.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.3% | -4.3% |
| 7D | +3.6% | -1.7% | +5.3% | +3.8% |
| 30D | +33.8% | +18.6% | +15.2% | +31.7% |
| 3M | +14.8% | +12.5% | +2.3% | +13.1% |
| 6M | -7.0% | +41.9% | -48.8% | -11.1% |
| YTD | +108.1% | +117.8% | -9.7% | +90.4% |
| 1Y | +313.8% | +145.3% | +168.5% | +272.8% |
| 3Y | +2,227.6% | -2.8% | +2,230.4% | +2,099.3% |
| 5Y | +956.6% | +93.4% | +863.2% | +907.5% |
| All | +956.6% | +94.7% | +862.0% | +907.5% |
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 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