+14.6%
D vs PTEN
+23.8%
-9.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +0.8% | -16.4% | +17.2% | +1.6% |
| 30D | +10.7% | -12.8% | +23.5% | +11.2% |
| 3M | +2.3% | +0.7% | +1.6% | +1.8% |
| 6M | +12.5% | -12.2% | +24.7% | +12.6% |
| YTD | +20.1% | +66.1% | -46.0% | +15.1% |
| 1Y | +15.6% | +69.2% | -53.7% | +10.5% |
| 3Y | +75.2% | -8.2% | +83.4% | +71.7% |
| 5Y | +14.6% | +19.2% | -4.6% | +15.6% |
| All | +14.6% | +23.8% | -9.2% | +15.6% |
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