+15,083.2%
COST vs PTEN
+1,970.6%
+13,112.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.0% |
| 7D | -2.8% | -1.7% | -1.1% | -2.7% |
| 30D | -5.3% | +18.6% | -23.9% | -6.5% |
| 3M | -6.7% | +12.5% | -19.1% | -7.8% |
| 6M | -9.9% | +41.9% | -51.8% | -12.9% |
| YTD | +5.1% | +117.8% | -112.7% | -1.6% |
| 1Y | -7.3% | +145.3% | -152.6% | -14.3% |
| 3Y | +70.4% | -2.8% | +73.2% | +66.0% |
| 5Y | +104.4% | +93.4% | +11.0% | +84.0% |
| 10Y | +609.0% | -16.6% | +625.6% | +522.0% |
| All | +15,083.2% | +1,970.6% | +13,112.6% | +9,508.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling