+3,231.7%
CLS vs PTEN
+266.7%
+2,965.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | -13.9% | +31.2% | -45.1% | -19.7% |
| 3M | -26.6% | +2.0% | -28.6% | -28.0% |
| 6M | +15.4% | +42.4% | -27.0% | +3.4% |
| YTD | +5.7% | +109.2% | -103.5% | -13.8% |
| 1Y | +41.1% | +122.3% | -81.2% | +12.8% |
| 3Y | +1,228.6% | -5.6% | +1,234.2% | +1,159.9% |
| 5Y | +3,240.6% | +86.5% | +3,154.1% | +2,454.2% |
| 10Y | +2,760.3% | -22.1% | +2,782.5% | +2,002.4% |
| All | +3,231.7% | +266.7% | +2,965.0% | +1,889.2% |
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