+43.1%
COF vs PTEN
+87.9%
-44.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -5.1% | +3.5% | -8.6% | -5.9% |
| 30D | -6.0% | +17.5% | -23.6% | -9.7% |
| 3M | +14.8% | +12.7% | +2.1% | +10.3% |
| 6M | +15.3% | +33.1% | -17.8% | +4.0% |
| YTD | -13.0% | +116.4% | -129.5% | -32.1% |
| 1Y | -5.7% | +141.2% | -146.9% | -29.4% |
| 3Y | +118.1% | -3.8% | +121.9% | +98.9% |
| All | +43.1% | +87.9% | -44.7% | +1.8% |
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 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