+101.5%
CFG vs PTEN
+88.2%
+13.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | -3.7% | +29.3% | -33.0% | -9.7% |
| 3M | +9.5% | +7.2% | +2.2% | +6.4% |
| 6M | +22.2% | +43.5% | -21.3% | +8.3% |
| YTD | +22.3% | +113.2% | -90.9% | -3.1% |
| 1Y | +39.4% | +135.1% | -95.6% | +6.5% |
| 3Y | +188.5% | -4.8% | +193.3% | +166.3% |
| 5Y | +101.5% | +94.6% | +6.9% | +38.2% |
| All | +101.5% | +88.2% | +13.4% | +38.2% |
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