+410.8%
ALM vs PTEN
+33.9%
+376.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | -0.1% |
| 7D | -7.2% | -2.2% | -5.0% | -7.0% |
| 30D | -26.4% | -8.0% | -18.3% | -26.0% |
| 3M | -38.6% | -5.0% | -33.6% | -38.5% |
| 6M | -61.0% | -10.6% | -50.4% | -60.8% |
| YTD | -7.4% | +75.5% | -82.9% | -14.2% |
| 1Y | +14.0% | +70.2% | -56.2% | +5.8% |
| 3Y | +844.4% | -3.7% | +848.1% | +795.0% |
| 5Y | +410.8% | +34.9% | +375.9% | +392.8% |
| All | +410.8% | +33.9% | +376.9% | +392.8% |
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