+303.4%
CME vs PTEN
-38.4%
+341.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | +3.9% | +10.6% | -6.6% | +3.3% |
| 30D | +11.3% | -4.9% | +16.3% | +11.5% |
| 3M | +19.6% | +1.4% | +18.1% | +19.1% |
| 6M | +8.1% | -7.0% | +15.1% | +8.0% |
| YTD | +20.4% | +84.8% | -64.4% | +14.8% |
| 1Y | +16.5% | +95.7% | -79.2% | +10.5% |
| 3Y | +66.4% | +2.0% | +64.5% | +62.5% |
| 5Y | +74.5% | +48.0% | +26.5% | +59.4% |
| All | +303.4% | -38.4% | +341.8% | +237.9% |
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