-43.5%
CAG vs PTEN
+87.9%
-131.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -5.7% | +3.5% | -9.1% | -5.8% |
| 30D | -2.4% | +17.5% | -19.9% | -2.8% |
| 3M | +9.8% | +12.7% | -2.9% | +9.4% |
| 6M | -10.8% | +33.1% | -43.9% | -11.9% |
| YTD | -10.8% | +116.4% | -127.3% | -13.8% |
| 1Y | -19.0% | +141.2% | -160.1% | -22.1% |
| 3Y | -39.7% | -3.8% | -35.9% | -40.3% |
| All | -43.5% | +87.9% | -131.4% | -45.9% |
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