-46.5%
COMP vs PTEN
+61.4%
-107.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | +14.5% | -16.4% | +31.0% | +17.4% |
| 30D | +14.9% | -12.8% | +27.7% | +16.3% |
| 3M | -14.2% | +0.7% | -14.9% | -15.7% |
| 6M | +23.7% | -12.2% | +35.9% | +22.8% |
| YTD | +2.1% | +66.1% | -64.0% | -15.3% |
| 1Y | +26.2% | +69.2% | -43.0% | +3.8% |
| 3Y | +470.9% | -8.2% | +479.1% | +424.4% |
| 5Y | -14.0% | +19.2% | -33.2% | -25.8% |
| All | -46.5% | +61.4% | -107.9% | -55.3% |
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