+13.6%
FIVE vs PTEN
+22.3%
-8.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.3% | -25.5% | +25.3% | +4.2% |
| 30D | +17.7% | -11.7% | +29.3% | +19.5% |
| 3M | +4.0% | -0.5% | +4.5% | +2.7% |
| 6M | +2.6% | -12.9% | +15.5% | +3.0% |
| YTD | +27.6% | +67.1% | -39.5% | +10.3% |
| 1Y | +59.9% | +70.5% | -10.6% | +37.4% |
| 3Y | +35.8% | -10.4% | +46.2% | +26.9% |
| All | +13.6% | +22.3% | -8.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling