+154.0%
CNH vs PTEN
-15.6%
+169.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -5.7% | +3.5% | -9.2% | -6.5% |
| 30D | +26.6% | +17.5% | +9.0% | +21.5% |
| 3M | +31.1% | +12.7% | +18.4% | +25.6% |
| 6M | +24.9% | +33.1% | -8.2% | +12.7% |
| YTD | +48.7% | +116.4% | -67.7% | +17.8% |
| 1Y | +22.2% | +141.2% | -119.0% | -6.7% |
| 3Y | +7.4% | -3.8% | +11.2% | -0.4% |
| 5Y | +10.8% | +92.7% | -81.9% | -19.6% |
| All | +154.0% | -15.6% | +169.6% | +65.9% |
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