+68.0%
CNH vs PTEN
-24.2%
+92.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.3% |
| 7D | +23.3% | +0.7% | +22.6% | +23.1% |
| 30D | +33.5% | +31.2% | +2.2% | +24.4% |
| 3M | +32.7% | +2.0% | +30.7% | +30.1% |
| 6M | +22.2% | +42.4% | -20.2% | +8.3% |
| YTD | +57.7% | +109.2% | -51.5% | +26.3% |
| 1Y | +28.0% | +122.3% | -94.3% | 0.0% |
| 3Y | +11.5% | -5.6% | +17.1% | +3.9% |
| 5Y | +11.9% | +86.5% | -74.6% | -17.9% |
| 10Y | +162.8% | -22.1% | +184.9% | +82.5% |
| All | +68.0% | -24.2% | +92.2% | +15.8% |
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