+385.2%
CLF vs PTEN
+1,889.0%
-1,503.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +7.6% | +0.7% | +6.9% | +7.3% |
| 30D | -1.2% | +31.2% | -32.4% | -10.6% |
| 3M | -13.4% | +2.0% | -15.4% | -15.8% |
| 6M | +15.4% | +42.4% | -27.0% | -2.9% |
| YTD | -5.9% | +109.2% | -115.1% | -31.2% |
| 1Y | +18.8% | +122.3% | -103.5% | -16.1% |
| 3Y | -19.4% | -5.6% | -13.8% | -25.5% |
| 5Y | -47.7% | +86.5% | -134.2% | -65.3% |
| 10Y | +130.4% | -22.1% | +152.5% | +60.5% |
| All | +385.2% | +1,889.0% | -1,503.7% | +206.4% |
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