+300.2%
CCJ vs PTEN
+87.9%
+212.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.0% | +3.5% | -7.5% | -4.8% |
| 30D | -2.4% | +17.5% | -19.9% | -6.5% |
| 3M | -2.3% | +12.7% | -15.0% | -6.4% |
| 6M | -16.2% | +33.1% | -49.3% | -25.0% |
| YTD | +5.7% | +116.4% | -110.8% | -18.3% |
| 1Y | +21.3% | +141.2% | -119.9% | -10.4% |
| 3Y | +159.4% | -3.8% | +163.2% | +144.0% |
| All | +300.2% | +87.9% | +212.3% | +174.2% |
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