-16.6%
CRH vs PTEN
+71.6%
-88.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -4.7% |
| 7D | +5.3% | -21.6% | +26.9% | +0.6% |
| 30D | +14.2% | -12.8% | +27.0% | +11.3% |
| 3M | -4.2% | +5.1% | -9.3% | -2.8% |
| 6M | -14.5% | -18.5% | +4.0% | -16.2% |
| YTD | -22.7% | +67.6% | -90.3% | -24.2% |
| 1Y | -16.6% | +71.1% | -87.6% | -18.2% |
| All | -16.6% | +71.6% | -88.2% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling