+806.8%
FIVE vs PTEN
-14.4%
+821.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.3% | -25.5% | +25.3% | +4.3% |
| 30D | +17.7% | -11.7% | +29.3% | +19.5% |
| 3M | +4.0% | -0.5% | +4.5% | +2.9% |
| 6M | +2.6% | -12.9% | +15.5% | +3.1% |
| YTD | +27.6% | +67.1% | -39.5% | +12.9% |
| 1Y | +59.9% | +70.5% | -10.6% | +40.7% |
| 3Y | +35.8% | -10.4% | +46.2% | +29.9% |
| 5Y | +14.4% | +23.7% | -9.2% | -1.4% |
| 10Y | +576.1% | -42.7% | +618.8% | +419.6% |
| All | +806.8% | -14.4% | +821.2% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling