+203.9%
CAT vs PTEN
-1.7%
+205.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +5.6% | -1.0% | +6.6% | +5.8% |
| 30D | -2.3% | +29.3% | -31.6% | -8.2% |
| 3M | -10.0% | +7.2% | -17.2% | -12.2% |
| 6M | +21.2% | +43.5% | -22.3% | +7.1% |
| YTD | +44.4% | +113.2% | -68.8% | +13.0% |
| 1Y | +96.3% | +135.1% | -38.8% | +47.8% |
| 3Y | +203.9% | -4.8% | +208.8% | +179.8% |
| All | +203.9% | -1.7% | +205.6% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling