+211.9%
B vs PTEN
-21.6%
+233.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.0% |
| 7D | +1.0% | -1.7% | +2.7% | +1.1% |
| 30D | +9.5% | +18.6% | -9.1% | +8.7% |
| 3M | +14.3% | +12.5% | +1.9% | +13.5% |
| 6M | -1.9% | +41.9% | -43.7% | -4.0% |
| YTD | +4.1% | +117.8% | -113.7% | -0.5% |
| 1Y | +56.1% | +145.3% | -89.2% | +48.0% |
| 3Y | +202.0% | -2.8% | +204.8% | +196.3% |
| 5Y | +158.8% | +93.4% | +65.4% | +148.7% |
| 10Y | +211.9% | -16.6% | +228.5% | +164.8% |
| All | +211.9% | -21.6% | +233.5% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling