+192.7%
EXC vs PTEN
-40.1%
+232.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -1.9% | +7.2% | -9.2% | -2.4% |
| 30D | +7.8% | -7.4% | +15.1% | +8.1% |
| 3M | +1.9% | -2.4% | +4.3% | +1.7% |
| 6M | +3.4% | -10.0% | +13.4% | +3.4% |
| YTD | +7.6% | +79.7% | -72.1% | +1.5% |
| 1Y | +2.1% | +86.5% | -84.4% | -4.0% |
| 3Y | +29.6% | -1.4% | +31.0% | +26.0% |
| 5Y | +39.5% | +43.9% | -4.4% | +27.2% |
| All | +192.7% | -40.1% | +232.8% | +123.8% |
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 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