-10.0%
CRM vs PTEN
+79.8%
-89.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.4% | +11.6% | +2.0% |
| 7D | -6.2% | -15.5% | +9.3% | -6.4% |
| 30D | -1.2% | -7.8% | +6.6% | -1.2% |
| 3M | +19.1% | +6.4% | +12.7% | +19.8% |
| 6M | +23.0% | -11.9% | +34.8% | +24.1% |
| YTD | -13.7% | +79.4% | -93.1% | -9.3% |
| 1Y | -10.0% | +84.9% | -94.9% | -7.3% |
| All | -10.0% | +79.8% | -89.8% | -7.3% |
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