+272.2%
CME vs PTEN
-15.3%
+287.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | +2.8% | -5.2% | -2.6% |
| 30D | +6.2% | +17.6% | -11.4% | +5.0% |
| 3M | +4.4% | +8.2% | -3.8% | +3.6% |
| 6M | -9.6% | +38.1% | -47.8% | -12.0% |
| YTD | +3.8% | +117.3% | -113.5% | -2.0% |
| 1Y | +9.5% | +146.1% | -136.6% | +2.4% |
| 3Y | +51.9% | -3.0% | +55.0% | +49.4% |
| 5Y | +78.7% | +93.5% | -14.7% | +59.8% |
| All | +272.2% | -15.3% | +287.5% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling