+190.3%
CFG vs PTEN
-0.1%
+190.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.3% |
| 7D | +1.6% | +7.2% | -5.6% | +0.1% |
| 30D | +3.3% | -7.4% | +10.7% | +4.1% |
| 3M | -11.5% | -2.4% | -9.1% | -12.2% |
| 6M | +6.2% | -10.0% | +16.2% | +6.6% |
| YTD | +14.3% | +79.7% | -65.5% | -9.9% |
| 1Y | +26.7% | +86.5% | -59.8% | -1.5% |
| All | +190.3% | -0.1% | +190.4% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling