+13.2%
CNH vs PTEN
+94.7%
-81.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | +32.6% | +18.6% | +14.0% | +27.5% |
| 3M | +29.4% | +12.5% | +17.0% | +24.7% |
| 6M | +26.0% | +41.9% | -15.9% | +12.2% |
| YTD | +52.2% | +117.8% | -65.6% | +20.4% |
| 1Y | +23.9% | +145.3% | -121.5% | -6.1% |
| 3Y | +10.1% | -2.8% | +12.9% | +1.9% |
| 5Y | +13.2% | +93.4% | -80.3% | -15.7% |
| All | +13.2% | +94.7% | -81.5% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling