+142.3%
CI vs PTEN
-15.3%
+157.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | +3.1% | +17.6% | -14.4% | +0.9% |
| 3M | -4.5% | +8.2% | -12.7% | -6.0% |
| 6M | +8.3% | +38.1% | -29.8% | +2.7% |
| YTD | +3.8% | +117.3% | -113.5% | -7.3% |
| 1Y | -5.0% | +146.1% | -151.1% | -16.9% |
| 3Y | +5.8% | -3.0% | +8.8% | +1.7% |
| 5Y | +50.6% | +93.5% | -42.8% | +24.5% |
| All | +142.3% | -15.3% | +157.6% | +82.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling