+206.1%
GLD vs PTEN
-38.4%
+244.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.1% |
| 7D | -4.6% | +10.6% | -15.2% | -4.7% |
| 30D | -5.5% | -4.9% | -0.5% | -5.5% |
| 3M | -10.9% | +1.4% | -12.4% | -11.0% |
| 6M | -17.4% | -7.0% | -10.4% | -17.5% |
| YTD | -10.3% | +84.8% | -95.1% | -11.2% |
| 1Y | -7.2% | +95.7% | -102.8% | -8.2% |
| 3Y | +96.9% | +2.0% | +94.9% | +95.7% |
| 5Y | +103.8% | +48.0% | +55.8% | +102.7% |
| All | +206.1% | -38.4% | +244.6% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling