+497.6%
FIVE vs PTEN
-21.6%
+519.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -3.1% |
| 7D | +1.7% | -1.7% | +3.3% | +1.9% |
| 30D | +5.0% | +18.6% | -13.6% | +1.8% |
| 3M | +29.5% | +12.5% | +17.0% | +25.8% |
| 6M | +12.4% | +41.9% | -29.4% | +3.5% |
| YTD | +31.2% | +117.8% | -86.6% | +11.4% |
| 1Y | +72.9% | +145.3% | -72.5% | +42.9% |
| 3Y | +53.0% | -2.8% | +55.8% | +44.6% |
| 5Y | +34.2% | +93.4% | -59.2% | +6.8% |
| 10Y | +497.6% | -16.6% | +514.2% | +331.7% |
| All | +497.6% | -21.6% | +519.2% | +331.7% |
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