+19.6%
CME vs PTEN
+79.8%
-60.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.7% | +1.8% |
| 7D | +4.8% | -15.5% | +20.3% | +5.6% |
| 30D | +14.2% | -7.8% | +22.0% | +14.4% |
| 3M | +17.9% | +6.4% | +11.5% | +16.5% |
| 6M | +7.2% | -11.9% | +19.1% | +7.7% |
| YTD | +16.7% | +79.4% | -62.7% | +13.0% |
| 1Y | +19.6% | +84.9% | -65.4% | +15.5% |
| All | +19.6% | +79.8% | -60.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling