+60.8%
EWZ vs PTEN
-44.3%
+105.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +1.3% | -14.5% | +15.8% | +4.4% |
| 30D | -26.2% | -11.1% | -15.0% | -24.9% |
| 3M | -8.6% | -7.8% | -0.8% | -8.0% |
| 6M | -17.0% | -10.5% | -6.5% | -16.8% |
| YTD | +2.2% | +69.3% | -67.1% | -11.8% |
| 1Y | +2.7% | +70.5% | -67.9% | -11.6% |
| 3Y | +18.2% | -7.1% | +25.3% | +10.5% |
| 5Y | +56.0% | +29.1% | +26.9% | +25.8% |
| 10Y | +60.8% | -44.5% | +105.3% | +11.7% |
| All | +60.8% | -44.3% | +105.1% | +11.7% |
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