+74.6%
CLF vs PTEN
-38.4%
+113.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -4.3% |
| 7D | +10.4% | +10.6% | -0.2% | +6.2% |
| 30D | +0.6% | -4.9% | +5.5% | +2.6% |
| 3M | +4.1% | +1.4% | +2.7% | +3.2% |
| 6M | +15.1% | -7.0% | +22.1% | +15.0% |
| YTD | -4.7% | +84.8% | -89.5% | -29.4% |
| 1Y | +20.4% | +95.7% | -75.3% | -13.1% |
| 3Y | -23.4% | +2.0% | -25.3% | -31.8% |
| 5Y | -43.3% | +48.0% | -91.2% | -60.7% |
| All | +74.6% | -38.4% | +113.1% | +20.9% |
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