+22.3%
DIS vs PTEN
-21.6%
+43.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.1% |
| 7D | -3.5% | -1.7% | -1.8% | -3.3% |
| 30D | +1.0% | +18.6% | -17.6% | -1.7% |
| 3M | +5.7% | +12.5% | -6.8% | +3.0% |
| 6M | +3.3% | +41.9% | -38.6% | -3.9% |
| YTD | -7.7% | +117.8% | -125.5% | -20.0% |
| 1Y | -10.0% | +145.3% | -155.3% | -23.9% |
| 3Y | +31.7% | -2.8% | +34.5% | +24.8% |
| 5Y | -42.2% | +93.4% | -135.6% | -53.0% |
| 10Y | +22.3% | -16.6% | +38.9% | -12.1% |
| All | +22.3% | -21.6% | +43.9% | -12.1% |
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