+498.4%
FIVE vs PTEN
-38.4%
+536.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | +2.7% | +10.6% | -7.9% | +0.9% |
| 30D | +12.7% | -4.9% | +17.6% | +13.1% |
| 3M | +2.1% | +1.4% | +0.6% | +0.9% |
| 6M | +17.5% | -7.0% | +24.5% | +16.8% |
| YTD | +31.0% | +84.8% | -53.8% | +13.4% |
| 1Y | +67.7% | +95.7% | -27.9% | +43.5% |
| 3Y | +43.4% | +2.0% | +41.4% | +33.9% |
| 5Y | +18.1% | +48.0% | -29.9% | -1.9% |
| All | +498.4% | -38.4% | +536.9% | +338.7% |
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