+31.5%
CP vs PTEN
+88.2%
-56.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +2.4% | -1.0% | +3.4% | +2.5% |
| 30D | -0.5% | +29.3% | -29.8% | -4.0% |
| 3M | +1.4% | +7.2% | -5.8% | 0.0% |
| 6M | +10.3% | +43.5% | -33.2% | +3.3% |
| YTD | +24.3% | +113.2% | -88.9% | +9.4% |
| 1Y | +20.4% | +135.1% | -114.6% | +3.9% |
| 3Y | +21.8% | -4.8% | +26.6% | +16.5% |
| 5Y | +31.5% | +94.6% | -63.1% | +11.4% |
| All | +31.5% | +88.2% | -56.6% | +11.4% |
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 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