+66.2%
FIVE vs PTEN
+69.7%
-3.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | +0.1% |
| 7D | +7.3% | -14.5% | +21.8% | +5.8% |
| 30D | +18.1% | -11.1% | +29.2% | +17.1% |
| 3M | +7.7% | -7.8% | +15.5% | +7.2% |
| 6M | +13.6% | -10.5% | +24.1% | +12.9% |
| YTD | +34.6% | +69.3% | -34.7% | +29.3% |
| 1Y | +66.2% | +70.5% | -4.3% | +59.9% |
| All | +66.2% | +69.7% | -3.4% | +59.9% |
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