+105.1%
CTVA vs PTEN
+87.9%
+17.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.5% | +3.5% | -8.0% | -5.1% |
| 30D | +11.3% | +17.5% | -6.2% | +8.0% |
| 3M | +12.3% | +12.7% | -0.4% | +9.0% |
| 6M | +7.2% | +33.1% | -25.9% | -0.2% |
| YTD | +26.0% | +116.4% | -90.4% | +6.0% |
| 1Y | +16.0% | +141.2% | -125.1% | -5.3% |
| 3Y | +73.9% | -3.8% | +77.7% | +65.6% |
| All | +105.1% | +87.9% | +17.2% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling