+6,231.1%
CB vs PTEN
+1,479.0%
+4,752.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -1.5% | -16.4% | +14.9% | +0.6% |
| 30D | +6.5% | -12.8% | +19.3% | +8.0% |
| 3M | +4.1% | +0.7% | +3.4% | +3.2% |
| 6M | +14.4% | -12.2% | +26.6% | +14.8% |
| YTD | +17.5% | +66.1% | -48.6% | +7.9% |
| 1Y | +27.5% | +69.2% | -41.7% | +16.6% |
| 3Y | +71.6% | -8.2% | +79.8% | +64.4% |
| 5Y | +100.6% | +19.2% | +81.4% | +78.0% |
| 10Y | +243.0% | -45.6% | +288.5% | +189.5% |
| All | +6,231.1% | +1,479.0% | +4,752.1% | +3,646.4% |
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