+43.1%
GFS vs PTEN
+135.1%
-91.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | +4.5% | -1.7% | +6.2% | +4.7% |
| 30D | -8.2% | +18.6% | -26.8% | -9.9% |
| 3M | -38.9% | +12.5% | -51.3% | -39.9% |
| 6M | -2.9% | +41.9% | -44.7% | -9.1% |
| YTD | +31.8% | +117.8% | -86.0% | +11.3% |
| 1Y | +43.1% | +145.3% | -102.2% | +17.7% |
| All | +43.1% | +135.1% | -91.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling