+58.3%
EWZ vs PTEN
+23.8%
+34.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +1.4% | -16.4% | +17.8% | +3.9% |
| 30D | -25.1% | -12.8% | -12.3% | -24.0% |
| 3M | -7.7% | +0.7% | -8.4% | -8.6% |
| 6M | -15.8% | -12.2% | -3.7% | -15.4% |
| YTD | +3.6% | +66.1% | -62.5% | -7.6% |
| 1Y | +5.5% | +69.2% | -63.7% | -6.3% |
| 3Y | +22.1% | -8.2% | +30.3% | +15.9% |
| 5Y | +58.3% | +19.2% | +39.1% | +43.8% |
| All | +58.3% | +23.8% | +34.5% | +43.8% |
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