+67.6%
EWZ vs PTEN
+88.2%
-20.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.7% |
| 7D | +5.6% | -1.0% | +6.6% | +5.7% |
| 30D | +9.3% | +29.3% | -20.0% | +4.8% |
| 3M | +15.7% | +7.2% | +8.5% | +13.8% |
| 6M | +7.4% | +43.5% | -36.1% | -0.4% |
| YTD | +22.7% | +113.2% | -90.6% | +5.8% |
| 1Y | +36.4% | +135.1% | -98.7% | +15.1% |
| 3Y | +50.4% | -4.8% | +55.2% | +43.6% |
| 5Y | +67.6% | +94.6% | -27.0% | +32.8% |
| All | +67.6% | +88.2% | -20.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling