+39.5%
FIVE vs PTEN
+88.2%
-48.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | +3.7% | -1.0% | +4.7% | +3.8% |
| 30D | +4.0% | +29.3% | -25.3% | -0.7% |
| 3M | +36.2% | +7.2% | +29.0% | +33.6% |
| 6M | +18.0% | +43.5% | -25.5% | +8.1% |
| YTD | +34.9% | +113.2% | -78.4% | +13.8% |
| 1Y | +67.9% | +135.1% | -67.2% | +38.1% |
| 3Y | +57.3% | -4.8% | +62.2% | +46.1% |
| 5Y | +39.5% | +94.6% | -55.1% | +17.1% |
| All | +39.5% | +88.2% | -48.6% | +17.1% |
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