+75.1%
CTVA vs PTEN
-3.4%
+78.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.7% | +2.8% | -7.4% | -5.1% |
| 30D | +11.1% | +17.6% | -6.5% | +8.4% |
| 3M | +13.7% | +8.2% | +5.5% | +12.1% |
| 6M | +11.2% | +38.1% | -26.9% | +4.1% |
| YTD | +26.9% | +117.3% | -90.4% | +8.8% |
| 1Y | +18.8% | +146.1% | -127.3% | -1.4% |
| All | +75.1% | -3.4% | +78.5% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling