+105.2%
CNH vs PTEN
-38.4%
+143.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | +3.0% | +10.6% | -7.6% | +0.5% |
| 30D | -0.6% | -4.9% | +4.4% | -0.1% |
| 3M | +14.6% | +1.4% | +13.2% | +13.1% |
| 6M | +11.8% | -7.0% | +18.8% | +10.9% |
| YTD | +30.4% | +84.8% | -54.4% | +6.5% |
| 1Y | +19.1% | +95.7% | -76.6% | -4.4% |
| 3Y | +30.2% | +2.0% | +28.2% | +17.9% |
| 5Y | -17.8% | +48.0% | -65.8% | -36.5% |
| All | +105.2% | -38.4% | +143.7% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling