+9.3%
CME vs PTEN
+135.2%
-125.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +6.2% | +31.2% | -25.0% | +4.7% |
| 3M | +10.4% | +2.0% | +8.4% | +10.2% |
| 6M | -9.5% | +42.4% | -51.9% | -10.6% |
| YTD | +6.0% | +109.2% | -103.2% | +5.0% |
| 1Y | +9.3% | +122.3% | -113.0% | +8.7% |
| All | +9.3% | +135.2% | -125.9% | +8.7% |
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 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