+235.7%
DIA vs PTEN
-38.4%
+274.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +2.1% | +10.6% | -8.5% | +0.9% |
| 30D | +1.5% | -4.9% | +6.4% | +1.8% |
| 3M | -2.4% | +1.4% | -3.9% | -3.2% |
| 6M | +6.0% | -7.0% | +13.0% | +5.7% |
| YTD | +10.1% | +84.8% | -74.7% | -0.7% |
| 1Y | +11.8% | +95.7% | -83.9% | -0.1% |
| 3Y | +59.7% | +2.0% | +57.7% | +51.2% |
| 5Y | +57.9% | +48.0% | +9.9% | +36.1% |
| All | +235.7% | -38.4% | +274.1% | +167.2% |
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