+5,046.4%
CAH vs PTEN
+1,927.4%
+3,119.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | +0.5% | -1.0% | +1.5% | +0.6% |
| 30D | +1.7% | +29.3% | -27.6% | -1.0% |
| 3M | +17.9% | +7.2% | +10.6% | +16.4% |
| 6M | +10.9% | +43.5% | -32.6% | +5.9% |
| YTD | +17.9% | +113.2% | -95.4% | +8.0% |
| 1Y | +61.7% | +135.1% | -73.4% | +46.0% |
| 3Y | +183.7% | -4.8% | +188.6% | +174.3% |
| 5Y | +401.3% | +94.6% | +306.7% | +335.0% |
| 10Y | +293.7% | -24.2% | +317.9% | +234.6% |
| All | +5,046.4% | +1,927.4% | +3,119.0% | +3,317.9% |
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 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