+3,994.3%
CMG vs PTEN
-48.0%
+4,042.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -6.5% | -1.7% | -4.8% | -6.2% |
| 30D | +12.1% | +18.6% | -6.5% | +9.2% |
| 3M | +20.6% | +12.5% | +8.1% | +17.6% |
| 6M | +2.1% | +41.9% | -39.8% | -4.8% |
| YTD | -2.6% | +117.8% | -120.4% | -15.3% |
| 1Y | -8.7% | +145.3% | -154.0% | -22.3% |
| 3Y | -7.4% | -2.8% | -4.6% | -12.2% |
| 5Y | -5.7% | +93.4% | -99.1% | -24.6% |
| 10Y | +322.3% | -16.6% | +338.9% | +220.4% |
| All | +3,994.3% | -48.0% | +4,042.4% | +2,329.1% |
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