+46.2%
EXC vs PTEN
+88.2%
-42.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | -2.7% | +29.3% | -32.0% | -3.7% |
| 3M | -1.0% | +7.2% | -8.2% | -1.3% |
| 6M | -9.3% | +43.5% | -52.8% | -10.9% |
| YTD | +3.6% | +113.2% | -109.6% | -0.3% |
| 1Y | +5.9% | +135.1% | -129.2% | +1.1% |
| 3Y | +21.3% | -4.8% | +26.1% | +21.8% |
| 5Y | +46.2% | +94.6% | -48.4% | +41.8% |
| All | +46.2% | +88.2% | -42.0% | +41.8% |
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