+2,595.4%
CL vs PTEN
+1,479.0%
+1,116.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +0.5% | -16.4% | +17.0% | +1.3% |
| 30D | +11.6% | -12.8% | +24.4% | +12.2% |
| 3M | +5.6% | +0.7% | +4.9% | +5.3% |
| 6M | +13.2% | -12.2% | +25.3% | +13.3% |
| YTD | +26.9% | +66.1% | -39.2% | +22.5% |
| 1Y | +27.3% | +69.2% | -41.9% | +22.8% |
| 3Y | +39.7% | -8.2% | +47.9% | +37.1% |
| 5Y | +41.3% | +19.2% | +22.1% | +33.8% |
| 10Y | +76.3% | -45.6% | +121.8% | +62.4% |
| All | +2,595.4% | +1,479.0% | +1,116.4% | +1,949.7% |
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