+77.7%
FIVE vs PTEN
+130.2%
-52.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.8% |
| 7D | +3.7% | -1.0% | +4.7% | +3.7% |
| 30D | +4.0% | +29.3% | -25.3% | +4.3% |
| 3M | +36.2% | +7.2% | +29.0% | +36.7% |
| 6M | +18.0% | +43.5% | -25.5% | +13.5% |
| YTD | +34.9% | +113.2% | -78.4% | +19.3% |
| All | +77.7% | +130.2% | -52.4% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling