-47.0%
CLF vs PTEN
+88.2%
-135.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | +6.5% | -1.0% | +7.5% | +6.8% |
| 30D | +0.2% | +29.3% | -29.0% | -8.1% |
| 3M | -3.1% | +7.2% | -10.3% | -6.8% |
| 6M | +25.0% | +43.5% | -18.5% | +5.0% |
| YTD | -7.5% | +113.2% | -120.7% | -33.4% |
| 1Y | +11.5% | +135.1% | -123.5% | -23.8% |
| 3Y | -13.7% | -4.8% | -8.9% | -22.5% |
| 5Y | -47.0% | +94.6% | -141.6% | -61.5% |
| All | -47.0% | +88.2% | -135.1% | -61.5% |
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