+75.5%
F vs PTEN
-45.4%
+120.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.6% | -16.4% | +15.8% | +3.0% |
| 30D | +2.9% | -12.8% | +15.7% | +5.2% |
| 3M | -9.5% | +0.7% | -10.2% | -10.8% |
| 6M | +4.0% | -12.2% | +16.2% | +4.3% |
| YTD | -1.3% | +66.1% | -67.3% | -16.4% |
| 1Y | -1.9% | +69.2% | -71.2% | -17.5% |
| 3Y | +53.5% | -8.2% | +61.7% | +42.2% |
| 5Y | -15.1% | +19.2% | -34.4% | -31.1% |
| All | +75.5% | -45.4% | +120.9% | +28.0% |
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