+348.8%
CAG vs PTEN
+1,970.6%
-1,621.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -6.6% | -1.7% | -4.9% | -6.5% |
| 30D | +2.3% | +18.6% | -16.3% | +1.4% |
| 3M | +16.3% | +12.5% | +3.9% | +15.3% |
| 6M | -16.0% | +41.9% | -57.9% | -18.0% |
| YTD | -7.7% | +117.8% | -125.5% | -11.9% |
| 1Y | -16.0% | +145.3% | -161.4% | -20.5% |
| 3Y | -37.7% | -2.8% | -34.9% | -38.9% |
| 5Y | -41.2% | +93.4% | -134.6% | -45.4% |
| 10Y | -33.8% | -16.6% | -17.2% | -39.6% |
| All | +348.8% | +1,970.6% | -1,621.9% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling