+76.1%
CME vs PTEN
+94.7%
-18.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.6% | -1.7% | +1.0% | -0.6% |
| 30D | +4.7% | +18.6% | -13.9% | +4.2% |
| 3M | +7.8% | +12.5% | -4.6% | +7.4% |
| 6M | -11.0% | +41.9% | -52.8% | -11.7% |
| YTD | +4.0% | +117.8% | -113.8% | +2.4% |
| 1Y | +9.1% | +145.3% | -136.2% | +7.1% |
| 3Y | +52.3% | -2.8% | +55.1% | +53.9% |
| 5Y | +76.1% | +93.4% | -17.3% | +64.4% |
| All | +76.1% | +94.7% | -18.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling