-34.7%
GFS vs PTEN
+22.3%
-57.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | -7.8% | -25.5% | +17.7% | -2.0% |
| 30D | -19.7% | -11.7% | -8.0% | -17.8% |
| 3M | -23.1% | -0.5% | -22.6% | -23.9% |
| 6M | -46.4% | -12.9% | -33.5% | -45.6% |
| YTD | +11.0% | +67.1% | -56.1% | -4.9% |
| 1Y | +12.6% | +70.5% | -57.9% | -4.2% |
| 3Y | -24.9% | -10.4% | -14.5% | -30.5% |
| All | -34.7% | +22.3% | -57.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling