+830.0%
GFI vs PTEN
+1,965.8%
-1,135.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -5.1% | +2.8% | -7.9% | -5.5% |
| 30D | +13.4% | +17.6% | -4.1% | +10.6% |
| 3M | +36.2% | +8.2% | +28.1% | +33.5% |
| 6M | -9.8% | +38.1% | -47.9% | -16.0% |
| YTD | +7.7% | +117.3% | -109.6% | -6.5% |
| 1Y | +27.2% | +146.1% | -118.9% | +7.8% |
| 3Y | +300.3% | -3.0% | +303.3% | +278.4% |
| 5Y | +539.8% | +93.5% | +446.3% | +417.7% |
| 10Y | +1,058.5% | -16.8% | +1,075.3% | +776.7% |
| All | +830.0% | +1,965.8% | -1,135.9% | +296.7% |
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