+663.4%
CMS vs PTEN
+1,568.7%
-905.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -1.1% | -2.2% | +1.0% | -1.0% |
| 30D | +6.6% | -8.0% | +14.6% | +7.0% |
| 3M | +0.8% | -5.0% | +5.8% | +0.9% |
| 6M | -3.3% | -10.6% | +7.3% | -3.2% |
| YTD | +2.7% | +75.5% | -72.8% | -2.8% |
| 1Y | -4.0% | +70.2% | -74.2% | -9.1% |
| 3Y | +37.6% | -3.7% | +41.3% | +33.6% |
| 5Y | +35.4% | +34.9% | +0.5% | +24.4% |
| 10Y | +136.0% | -41.4% | +177.5% | +108.4% |
| All | +663.4% | +1,568.7% | -905.3% | +385.1% |
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