+8.1%
CME vs PTEN
-8.0%
+16.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | +3.9% | +10.6% | -6.6% | +3.7% |
| 30D | +11.3% | -4.9% | +16.3% | +11.2% |
| 3M | +19.6% | +1.4% | +18.1% | +18.5% |
| 6M | +8.1% | -7.0% | +15.1% | +7.6% |
| All | +8.1% | -8.0% | +16.1% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling