+195.2%
BAH vs PTEN
-38.4%
+233.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | +1.7% | +10.6% | -8.9% | +1.0% |
| 30D | +20.8% | -4.9% | +25.7% | +21.0% |
| 3M | +11.6% | +1.4% | +10.1% | +11.2% |
| 6M | +23.1% | -7.0% | +30.1% | +23.1% |
| YTD | +5.3% | +84.8% | -79.5% | +0.4% |
| 1Y | +6.1% | +95.7% | -89.5% | +0.9% |
| 3Y | -27.5% | +2.0% | -29.5% | -29.3% |
| 5Y | +6.2% | +48.0% | -41.8% | +0.3% |
| All | +195.2% | -38.4% | +233.6% | +178.2% |
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