+5,967.0%
CF vs PTEN
-45.5%
+6,012.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | +14.8% | +31.2% | -16.4% | +3.6% |
| 3M | +14.1% | +2.0% | +12.0% | +11.7% |
| 6M | +28.5% | +42.4% | -13.9% | +11.4% |
| YTD | +74.9% | +109.2% | -34.3% | +31.4% |
| 1Y | +61.7% | +122.3% | -60.6% | +17.1% |
| 3Y | +80.3% | -5.6% | +85.9% | +64.5% |
| 5Y | +226.0% | +86.5% | +139.5% | +105.6% |
| 10Y | +569.9% | -22.1% | +592.0% | +310.4% |
| All | +5,967.0% | -45.5% | +6,012.5% | +2,629.2% |
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 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