-46.0%
CLF vs PTEN
+23.8%
-69.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.2% |
| 7D | -14.1% | -16.4% | +2.4% | -8.5% |
| 30D | -5.5% | -12.8% | +7.3% | -1.0% |
| 3M | 0.0% | +0.7% | -0.7% | -0.5% |
| 6M | +11.3% | -12.2% | +23.4% | +13.5% |
| YTD | -7.7% | +66.1% | -73.8% | -28.1% |
| 1Y | +17.5% | +69.2% | -51.7% | -9.8% |
| 3Y | -25.4% | -8.2% | -17.2% | -31.7% |
| 5Y | -46.0% | +19.2% | -65.2% | -52.0% |
| All | -46.0% | +23.8% | -69.8% | -52.0% |
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