+9,206.7%
CMI vs PTEN
+1,957.8%
+7,248.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.7% | +3.5% | -4.2% | -1.4% |
| 30D | -12.4% | +17.5% | -29.9% | -15.4% |
| 3M | -14.8% | +12.7% | -27.5% | -17.6% |
| 6M | +0.8% | +33.1% | -32.3% | -7.0% |
| YTD | +10.2% | +116.4% | -106.3% | -8.3% |
| 1Y | +37.4% | +141.2% | -103.7% | +11.2% |
| 3Y | +153.3% | -3.8% | +157.1% | +138.7% |
| 5Y | +167.6% | +92.7% | +74.9% | +104.6% |
| 10Y | +514.4% | -17.1% | +531.4% | +348.1% |
| All | +9,206.7% | +1,957.8% | +7,248.9% | +5,025.8% |
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