-14.6%
CRH vs PTEN
+135.2%
-149.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.5% |
| 30D | -5.4% | +31.2% | -36.6% | -1.2% |
| 3M | -11.2% | +2.0% | -13.2% | -9.7% |
| 6M | -15.8% | +42.4% | -58.3% | -13.9% |
| YTD | -23.6% | +109.2% | -132.8% | -22.2% |
| 1Y | -14.6% | +122.3% | -136.9% | -12.9% |
| All | -14.6% | +135.2% | -149.8% | -12.9% |
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