+113.1%
BHP vs PTEN
+89.3%
+23.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -3.7% | +2.8% | -6.5% | -4.2% |
| 30D | -0.8% | +17.6% | -18.4% | -3.8% |
| 3M | +7.6% | +8.2% | -0.6% | +5.3% |
| 6M | +20.8% | +38.1% | -17.3% | +11.1% |
| YTD | +50.8% | +117.3% | -66.5% | +25.5% |
| 1Y | +70.9% | +146.1% | -75.2% | +37.5% |
| 3Y | +78.0% | -3.0% | +81.0% | +67.8% |
| 5Y | +113.1% | +93.5% | +19.6% | +75.1% |
| All | +113.1% | +89.3% | +23.8% | +75.1% |
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