+1,211.4%
CRL vs PTEN
+51.0%
+1,160.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | +10.7% | +31.2% | -20.6% | +6.0% |
| 3M | +55.3% | +2.0% | +53.3% | +53.4% |
| 6M | +60.7% | +42.4% | +18.2% | +49.1% |
| YTD | +44.6% | +109.2% | -64.6% | +25.8% |
| 1Y | +77.7% | +122.3% | -44.6% | +52.5% |
| 3Y | +37.6% | -5.6% | +43.2% | +32.0% |
| 5Y | -35.8% | +86.5% | -122.3% | -47.3% |
| 10Y | +241.7% | -22.1% | +263.9% | +167.8% |
| All | +1,211.4% | +51.0% | +1,160.3% | +644.0% |
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