+3.3%
CAT vs PTEN
+69.7%
-66.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.5% |
| 7D | -6.3% | -14.5% | +8.2% | -5.4% |
| 30D | -26.8% | -11.1% | -15.7% | -26.2% |
| 3M | -30.0% | -7.8% | -22.2% | -29.6% |
| 6M | -34.6% | -10.5% | -24.1% | -34.5% |
| YTD | +2.9% | +69.3% | -66.4% | -12.7% |
| 1Y | +3.3% | +70.5% | -67.3% | -12.3% |
| All | +3.3% | +69.7% | -66.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling