-49.1%
COMP vs PTEN
+70.6%
-119.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.2% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +16.3% | -8.0% | +24.4% | +16.9% |
| 3M | -19.1% | -5.0% | -14.1% | -19.6% |
| 6M | +17.1% | -10.6% | +27.8% | +16.2% |
| YTD | -2.9% | +75.5% | -78.4% | -20.1% |
| 1Y | +8.8% | +70.2% | -61.4% | -10.1% |
| 3Y | +423.5% | -3.7% | +427.2% | +377.9% |
| 5Y | -10.5% | +34.9% | -45.4% | -24.1% |
| All | -49.1% | +70.6% | -119.7% | -57.9% |
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