+4,399.1%
CRH vs PTEN
+1,957.8%
+2,441.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.1% | +3.5% | -9.5% | -6.6% |
| 30D | -9.3% | +17.5% | -26.8% | -11.8% |
| 3M | -15.2% | +12.7% | -27.9% | -17.6% |
| 6M | -14.2% | +33.1% | -47.3% | -19.9% |
| YTD | -28.3% | +116.4% | -144.7% | -38.4% |
| 1Y | -21.8% | +141.2% | -162.9% | -34.5% |
| 3Y | +71.6% | -3.8% | +75.4% | +62.6% |
| 5Y | +96.6% | +92.7% | +3.9% | +57.7% |
| 10Y | +253.8% | -17.1% | +270.9% | +174.5% |
| All | +4,399.1% | +1,957.8% | +2,441.3% | +2,675.8% |
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