+38.0%
CMS vs PTEN
-13.8%
+51.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.5% | -25.5% | +25.0% | -0.6% |
| 30D | +7.2% | -11.7% | +18.8% | +7.1% |
| 3M | -1.3% | -0.5% | -0.8% | -1.4% |
| 6M | -4.3% | -12.9% | +8.6% | -4.4% |
| YTD | +2.1% | +67.1% | -65.0% | +0.6% |
| 1Y | -0.6% | +70.5% | -71.1% | -2.0% |
| 3Y | +38.0% | -10.4% | +48.5% | +40.2% |
| All | +38.0% | -13.8% | +51.8% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling