+122.2%
CMS vs PTEN
-21.6%
+143.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +0.2% | -1.7% | +1.8% | +0.2% |
| 30D | -1.3% | +18.6% | -19.9% | -1.7% |
| 3M | -5.4% | +12.5% | -17.8% | -5.7% |
| 6M | -10.3% | +41.9% | -52.2% | -11.4% |
| YTD | -0.2% | +117.8% | -118.0% | -2.6% |
| 1Y | -0.9% | +145.3% | -146.2% | -3.6% |
| 3Y | +34.0% | -2.8% | +36.8% | +32.9% |
| 5Y | +23.6% | +93.4% | -69.9% | +19.9% |
| 10Y | +122.2% | -16.6% | +138.8% | +90.2% |
| All | +122.2% | -21.6% | +143.8% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling