+60.4%
CFG vs PTEN
+49.0%
+11.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | +3.2% | +10.6% | -7.4% | +0.9% |
| 30D | +5.1% | -4.9% | +10.1% | +5.5% |
| 3M | -11.2% | +1.4% | -12.7% | -12.6% |
| 6M | +9.6% | -7.0% | +16.6% | +8.9% |
| YTD | +15.0% | +84.8% | -69.8% | -6.6% |
| 1Y | +29.9% | +95.7% | -65.8% | +3.7% |
| 3Y | +192.1% | +2.0% | +190.1% | +163.4% |
| All | +60.4% | +49.0% | +11.4% | +20.6% |
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