-0.8%
GFS vs PTEN
+70.1%
-70.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +3.2% | +2.8% | +0.4% | +2.6% |
| 30D | -9.6% | +17.6% | -27.1% | -12.8% |
| 3M | -38.5% | +8.2% | -46.7% | -40.1% |
| 6M | -1.3% | +38.1% | -39.4% | -10.2% |
| YTD | +31.8% | +117.3% | -85.5% | +7.2% |
| 1Y | +44.6% | +146.1% | -101.5% | +13.4% |
| 3Y | -20.6% | -3.0% | -17.6% | -28.0% |
| All | -0.8% | +70.1% | -70.9% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling