+362.4%
CFG vs PTEN
-51.3%
+413.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | -3.8% | +31.2% | -35.1% | -11.3% |
| 3M | +11.5% | +2.0% | +9.5% | +9.0% |
| 6M | +19.2% | +42.4% | -23.2% | +4.2% |
| YTD | +23.7% | +109.2% | -85.5% | -3.5% |
| 1Y | +38.8% | +122.3% | -83.5% | +5.4% |
| 3Y | +178.9% | -5.6% | +184.5% | +158.6% |
| 5Y | +101.8% | +86.5% | +15.3% | +40.3% |
| 10Y | +317.3% | -22.1% | +339.4% | +156.4% |
| All | +362.4% | -51.3% | +413.7% | +178.7% |
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