+15,288.0%
CAT vs PTEN
+1,889.0%
+13,399.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -6.6% | +31.2% | -37.8% | -11.8% |
| 3M | -13.3% | +2.0% | -15.3% | -14.5% |
| 6M | +11.6% | +42.4% | -30.8% | +1.7% |
| YTD | +42.9% | +109.2% | -66.2% | +20.2% |
| 1Y | +95.4% | +122.3% | -26.9% | +61.3% |
| 3Y | +196.6% | -5.6% | +202.2% | +182.3% |
| 5Y | +321.7% | +86.5% | +235.2% | +233.8% |
| 10Y | +1,140.8% | -22.1% | +1,162.9% | +868.5% |
| All | +15,288.0% | +1,889.0% | +13,399.0% | +9,361.6% |
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