+31.9%
CP vs PTEN
-9.2%
+41.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +2.8% | -16.4% | +19.2% | +4.4% |
| 30D | +11.3% | -12.8% | +24.2% | +12.3% |
| 3M | +2.9% | +0.7% | +2.2% | +1.8% |
| 6M | +9.8% | -12.2% | +22.0% | +9.8% |
| YTD | +28.5% | +66.1% | -37.5% | +15.4% |
| 1Y | +33.5% | +69.2% | -35.7% | +19.3% |
| 3Y | +31.9% | -8.2% | +40.1% | +26.4% |
| All | +31.9% | -9.2% | +41.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling