0.0%
CMS vs PTEN
+130.2%
-130.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | -3.2% | +29.3% | -32.4% | -1.9% |
| 3M | -2.2% | +7.2% | -9.4% | -1.7% |
| 6M | -9.4% | +43.5% | -53.0% | -8.0% |
| YTD | +0.7% | +113.2% | -112.6% | +3.4% |
| All | 0.0% | +130.2% | -130.1% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling