-24.9%
GFS vs PTEN
-13.8%
-11.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | -7.8% | -25.5% | +17.7% | -1.2% |
| 30D | -19.7% | -11.7% | -8.0% | -17.6% |
| 3M | -23.1% | -0.5% | -22.6% | -24.2% |
| 6M | -46.4% | -12.9% | -33.5% | -45.6% |
| YTD | +11.0% | +67.1% | -56.1% | -9.7% |
| 1Y | +12.6% | +70.5% | -57.9% | -9.3% |
| 3Y | -24.9% | -10.4% | -14.5% | -37.7% |
| All | -24.9% | -13.8% | -11.2% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling