-12.1%
GFS vs PTEN
+32.5%
-44.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | -0.1% |
| 7D | -5.3% | -14.5% | +9.2% | -2.0% |
| 30D | -15.8% | -11.1% | -4.7% | -14.0% |
| 3M | -18.6% | -7.8% | -10.8% | -17.8% |
| 6M | -45.0% | -10.5% | -34.5% | -44.6% |
| YTD | +16.8% | +69.3% | -52.5% | -0.3% |
| 1Y | +17.8% | +70.5% | -52.7% | +0.2% |
| 3Y | -21.5% | -7.1% | -14.4% | -27.8% |
| 5Y | -29.3% | +29.1% | -58.5% | -37.8% |
| All | -12.1% | +32.5% | -44.6% | -22.6% |
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