-17.9%
COMP vs PTEN
+22.3%
-40.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.8% |
| 7D | +13.4% | -25.5% | +39.0% | +18.2% |
| 30D | +11.1% | -11.7% | +22.8% | +12.3% |
| 3M | -18.8% | -0.5% | -18.3% | -20.2% |
| 6M | +10.5% | -12.9% | +23.4% | +9.8% |
| YTD | -3.4% | +67.1% | -70.5% | -21.2% |
| 1Y | +19.7% | +70.5% | -50.8% | -3.3% |
| 3Y | +381.6% | -10.4% | +392.1% | +345.1% |
| All | -17.9% | +22.3% | -40.2% | -32.8% |
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