+24.1%
CMS vs PTEN
+88.2%
-64.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | -3.2% | +29.3% | -32.4% | -3.8% |
| 3M | -2.2% | +7.2% | -9.4% | -2.4% |
| 6M | -9.4% | +43.5% | -53.0% | -10.6% |
| YTD | +0.7% | +113.2% | -112.6% | -2.0% |
| 1Y | +0.4% | +135.1% | -134.7% | -2.8% |
| 3Y | +35.2% | -4.8% | +40.0% | +34.7% |
| 5Y | +24.1% | +94.6% | -70.5% | +29.7% |
| All | +24.1% | +88.2% | -64.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling