+6,706.3%
CME vs PTEN
+23.0%
+6,683.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +5.5% | +29.3% | -23.8% | +1.3% |
| 3M | +11.0% | +7.2% | +3.7% | +9.0% |
| 6M | -9.7% | +43.5% | -53.2% | -15.6% |
| YTD | +4.9% | +113.2% | -108.4% | -7.9% |
| 1Y | +10.1% | +135.1% | -125.0% | -5.4% |
| 3Y | +53.5% | -4.8% | +58.4% | +45.7% |
| 5Y | +77.2% | +94.6% | -17.4% | +37.6% |
| 10Y | +282.1% | -24.2% | +306.3% | +185.7% |
| All | +6,706.3% | +23.0% | +6,683.4% | +3,596.9% |
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 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