+658.6%
CMS vs PTEN
+1,488.6%
-830.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.5% | -25.5% | +25.0% | +1.6% |
| 30D | +7.2% | -11.7% | +18.8% | +8.0% |
| 3M | -1.3% | -0.5% | -0.8% | -1.6% |
| 6M | -4.3% | -12.9% | +8.6% | -4.0% |
| YTD | +2.1% | +67.1% | -65.0% | -3.1% |
| 1Y | -0.6% | +70.5% | -71.1% | -5.9% |
| 3Y | +38.0% | -10.4% | +48.5% | +34.8% |
| 5Y | +33.6% | +23.7% | +10.0% | +23.5% |
| 10Y | +128.6% | -42.7% | +171.3% | +101.9% |
| All | +658.6% | +1,488.6% | -830.0% | +383.8% |
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