+5.5%
CI vs PTEN
-9.3%
+14.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -0.3% |
| 7D | -1.3% | -2.2% | +0.9% | -1.4% |
| 30D | +6.4% | -8.0% | +14.4% | +6.0% |
| 3M | +10.7% | -5.0% | +15.7% | +10.3% |
| 6M | +5.5% | -10.6% | +16.1% | +4.1% |
| All | +5.5% | -9.3% | +14.7% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling