+66.9%
DD vs PTEN
-15.6%
+82.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.5% | +3.5% | -7.0% | -4.2% |
| 30D | -11.7% | +17.5% | -29.2% | -14.9% |
| 3M | -9.2% | +12.7% | -22.0% | -12.6% |
| 6M | -7.2% | +33.1% | -40.3% | -15.0% |
| YTD | +6.6% | +116.4% | -109.8% | -13.1% |
| 1Y | +32.0% | +141.2% | -109.2% | +4.0% |
| 3Y | +42.1% | -3.8% | +45.9% | +32.7% |
| 5Y | +58.1% | +92.7% | -34.6% | +17.1% |
| All | +66.9% | -15.6% | +82.5% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling