+223.3%
CAPR vs PTEN
+33.9%
+189.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +3.7% | +22.8% | +25.3% |
| 7D | +25.8% | -2.2% | +27.9% | +26.8% |
| 30D | +50.2% | -8.0% | +58.2% | +51.2% |
| 3M | +185.5% | -5.0% | +190.5% | +183.4% |
| 6M | -64.8% | -10.6% | -54.2% | -63.8% |
| YTD | -61.1% | +75.5% | -136.6% | -68.7% |
| 1Y | +81.0% | +70.2% | +10.8% | +47.4% |
| 3Y | +300.7% | -3.7% | +304.4% | +248.2% |
| 5Y | +223.3% | +34.9% | +188.4% | +162.7% |
| All | +223.3% | +33.9% | +189.5% | +162.7% |
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 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