+107.7%
COST vs PTEN
+87.9%
+19.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.2% | +3.5% | -4.7% | -1.4% |
| 30D | -4.7% | +17.5% | -22.3% | -5.6% |
| 3M | -7.1% | +12.7% | -19.8% | -7.9% |
| 6M | -8.5% | +33.1% | -41.6% | -10.4% |
| YTD | +5.4% | +116.4% | -111.1% | +0.1% |
| 1Y | -5.6% | +141.2% | -146.8% | -11.2% |
| 3Y | +68.5% | -3.8% | +72.3% | +66.4% |
| All | +107.7% | +87.9% | +19.8% | +100.2% |
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