+7.6%
CNH vs PTEN
-5.2%
+12.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -5.9% |
| 7D | +8.8% | -1.0% | +9.8% | +9.0% |
| 30D | +24.7% | +29.3% | -4.6% | +18.4% |
| 3M | +27.3% | +7.2% | +20.1% | +25.0% |
| 6M | +23.2% | +43.5% | -20.4% | +9.8% |
| YTD | +48.9% | +113.2% | -64.3% | +18.2% |
| 1Y | +19.4% | +135.1% | -115.7% | -8.9% |
| All | +7.6% | -5.2% | +12.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling