+69.0%
F vs PTEN
-41.7%
+110.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | -2.1% | -2.2% | 0.0% | -1.8% |
| 30D | +3.3% | -8.0% | +11.4% | +4.4% |
| 3M | -11.3% | -5.0% | -6.3% | -11.4% |
| 6M | +5.3% | -10.6% | +16.0% | +5.2% |
| YTD | -2.2% | +75.5% | -77.7% | -18.2% |
| 1Y | -3.5% | +70.2% | -73.7% | -18.9% |
| 3Y | +49.5% | -3.7% | +53.2% | +37.1% |
| 5Y | -13.5% | +34.9% | -48.5% | -31.7% |
| 10Y | +69.0% | -41.4% | +110.5% | +21.5% |
| All | +69.0% | -41.7% | +110.7% | +21.5% |
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