+541.5%
FIVE vs PTEN
-44.3%
+585.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +7.3% | -14.5% | +21.8% | +9.9% |
| 30D | +18.1% | -11.1% | +29.2% | +19.9% |
| 3M | +7.7% | -7.8% | +15.5% | +8.2% |
| 6M | +13.6% | -10.5% | +24.1% | +13.6% |
| YTD | +34.6% | +69.3% | -34.7% | +18.3% |
| 1Y | +66.2% | +70.5% | -4.3% | +45.6% |
| 3Y | +43.5% | -7.1% | +50.6% | +36.1% |
| 5Y | +20.7% | +29.1% | -8.5% | +2.6% |
| 10Y | +541.5% | -44.5% | +586.0% | +380.6% |
| All | +541.5% | -44.3% | +585.8% | +380.6% |
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