+247.6%
DIA vs PTEN
-15.6%
+263.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.6% | +3.5% | -5.0% | -2.0% |
| 30D | -2.0% | +17.5% | -19.6% | -4.1% |
| 3M | +3.6% | +12.7% | -9.1% | +1.4% |
| 6M | +11.5% | +33.1% | -21.6% | +6.0% |
| YTD | +10.4% | +116.4% | -106.1% | -2.0% |
| 1Y | +15.6% | +141.2% | -125.6% | +0.7% |
| 3Y | +58.9% | -3.8% | +62.7% | +52.1% |
| 5Y | +65.3% | +92.7% | -27.4% | +37.8% |
| All | +247.6% | -15.6% | +263.2% | +164.3% |
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 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