+375.9%
CLF vs PTEN
+1,479.0%
-1,103.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.2% |
| 7D | -14.1% | -16.4% | +2.4% | -8.2% |
| 30D | -5.5% | -12.8% | +7.3% | -0.7% |
| 3M | 0.0% | +0.7% | -0.7% | -0.7% |
| 6M | +11.3% | -12.2% | +23.4% | +13.4% |
| YTD | -7.7% | +66.1% | -73.8% | -26.8% |
| 1Y | +17.5% | +69.2% | -51.7% | -8.0% |
| 3Y | -25.4% | -8.2% | -17.2% | -29.9% |
| 5Y | -46.0% | +19.2% | -65.2% | -57.7% |
| 10Y | +80.1% | -45.6% | +125.6% | +42.5% |
| All | +375.9% | +1,479.0% | -1,103.1% | +225.7% |
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