+851.7%
FIVE vs PTEN
+7.1%
+844.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +4.3% | +0.7% | +3.5% | +4.1% |
| 30D | +12.5% | +31.2% | -18.7% | +7.0% |
| 3M | +31.2% | +2.0% | +29.2% | +29.5% |
| 6M | +14.4% | +42.4% | -28.0% | +5.3% |
| YTD | +33.9% | +109.2% | -75.3% | +14.9% |
| 1Y | +65.1% | +122.3% | -57.3% | +39.4% |
| 3Y | +49.0% | -5.6% | +54.5% | +41.8% |
| 5Y | +30.3% | +86.5% | -56.2% | +4.9% |
| 10Y | +481.1% | -22.1% | +503.2% | +326.3% |
| All | +851.7% | +7.1% | +844.6% | +487.4% |
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