-8.7%
COMP vs PTEN
+49.0%
-57.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.3% |
| 7D | 0.0% | +10.6% | -10.6% | -1.5% |
| 30D | +16.6% | -4.9% | +21.5% | +16.5% |
| 3M | -23.5% | +1.4% | -25.0% | -24.7% |
| 6M | +25.7% | -7.0% | +32.8% | +24.1% |
| YTD | -3.4% | +84.8% | -88.2% | -22.2% |
| 1Y | +7.6% | +95.7% | -88.1% | -15.1% |
| 3Y | +423.6% | +2.0% | +421.6% | +372.7% |
| All | -8.7% | +49.0% | -57.7% | -28.3% |
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 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