+2,463.6%
CLS vs PTEN
+223.9%
+2,239.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.0% |
| 7D | +16.3% | +10.6% | +5.7% | +13.7% |
| 30D | -25.7% | -4.9% | -20.7% | -24.8% |
| 3M | -30.9% | +1.4% | -32.3% | -31.5% |
| 6M | -35.5% | -7.0% | -28.5% | -35.6% |
| YTD | -18.7% | +84.8% | -103.5% | -31.9% |
| 1Y | -17.9% | +95.7% | -113.6% | -32.1% |
| 3Y | +838.1% | +2.0% | +836.1% | +776.6% |
| 5Y | +1,971.9% | +48.0% | +1,923.9% | +1,571.7% |
| 10Y | +1,907.9% | -38.3% | +1,946.2% | +1,457.9% |
| All | +2,463.6% | +223.9% | +2,239.7% | +1,471.6% |
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