-2.4%
GFS vs PTEN
+63.7%
-66.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | -8.6% | +31.2% | -39.8% | -14.4% |
| 3M | -46.5% | +2.0% | -48.6% | -47.2% |
| 6M | -4.8% | +42.4% | -47.2% | -14.2% |
| YTD | +29.7% | +109.2% | -79.5% | +6.4% |
| 1Y | +35.8% | +122.3% | -86.5% | +9.1% |
| 3Y | -18.3% | -5.6% | -12.8% | -25.4% |
| All | -2.4% | +63.7% | -66.2% | -17.5% |
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 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