+5,331.8%
CF vs PTEN
-56.5%
+5,388.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.2% | -25.5% | +22.4% | +7.2% |
| 30D | +4.3% | -11.7% | +16.0% | +8.3% |
| 3M | +2.8% | -0.5% | +3.3% | +1.8% |
| 6M | +0.6% | -12.9% | +13.5% | +3.5% |
| YTD | +56.6% | +67.1% | -10.5% | +26.6% |
| 1Y | +49.6% | +70.5% | -20.9% | +19.5% |
| 3Y | +61.5% | -10.4% | +71.9% | +49.3% |
| 5Y | +124.0% | +23.7% | +100.3% | +64.4% |
| 10Y | +573.2% | -42.7% | +615.9% | +364.5% |
| All | +5,331.8% | -56.5% | +5,388.3% | +2,528.7% |
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