+139.9%
CI vs PTEN
-15.1%
+155.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +0.5% | +18.6% | -18.1% | -1.8% |
| 3M | -5.2% | +12.5% | -17.6% | -7.1% |
| 6M | +4.3% | +41.9% | -37.5% | -1.4% |
| YTD | +2.8% | +117.8% | -115.0% | -8.2% |
| 1Y | -5.8% | +145.3% | -151.1% | -17.5% |
| 3Y | +4.7% | -2.8% | +7.5% | +0.7% |
| 5Y | +42.7% | +93.4% | -50.7% | +18.0% |
| All | +139.9% | -15.1% | +155.0% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling