+41.9%
CI vs PTEN
+88.2%
-46.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.0% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -1.8% | +29.3% | -31.1% | -4.1% |
| 3M | -4.2% | +7.2% | -11.5% | -5.1% |
| 6M | +2.7% | +43.5% | -40.8% | -1.5% |
| YTD | +1.9% | +113.2% | -111.3% | -5.9% |
| 1Y | -6.3% | +135.1% | -141.3% | -14.5% |
| 3Y | +3.9% | -4.8% | +8.7% | +1.9% |
| 5Y | +41.9% | +94.6% | -52.7% | +21.2% |
| All | +41.9% | +88.2% | -46.3% | +21.2% |
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