+7,715.0%
CME vs PTEN
+6.5%
+7,708.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | +3.9% | +10.6% | -6.6% | +2.4% |
| 30D | +11.3% | -4.9% | +16.3% | +11.8% |
| 3M | +19.6% | +1.4% | +18.1% | +18.5% |
| 6M | +8.1% | -7.0% | +15.1% | +7.8% |
| YTD | +20.4% | +84.8% | -64.4% | +7.5% |
| 1Y | +16.5% | +95.7% | -79.2% | +2.9% |
| 3Y | +66.4% | +2.0% | +64.5% | +55.4% |
| 5Y | +74.5% | +48.0% | +26.5% | +42.0% |
| 10Y | +308.5% | -38.3% | +346.8% | +217.1% |
| All | +7,715.0% | +6.5% | +7,708.5% | +4,215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling