-58.8%
CAPR vs PTEN
-41.7%
-17.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +3.7% | +22.8% | +24.9% |
| 7D | +25.8% | -2.2% | +27.9% | +27.1% |
| 30D | +50.2% | -8.0% | +58.2% | +52.0% |
| 3M | +185.5% | -5.0% | +190.5% | +183.8% |
| 6M | -64.8% | -10.6% | -54.2% | -63.6% |
| YTD | -61.1% | +75.5% | -136.6% | -70.8% |
| 1Y | +81.0% | +70.2% | +10.8% | +39.1% |
| 3Y | +300.7% | -3.7% | +304.4% | +250.8% |
| 5Y | +223.3% | +34.9% | +188.4% | +102.6% |
| 10Y | -58.8% | -41.4% | -17.3% | -89.7% |
| All | -58.8% | -41.7% | -17.1% | -89.7% |
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 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