+218.2%
GLD vs PTEN
-21.6%
+239.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +0.2% | +18.6% | -18.4% | 0.0% |
| 3M | +3.2% | +12.5% | -9.2% | +3.0% |
| 6M | -14.6% | +41.9% | -56.5% | -15.1% |
| YTD | +1.8% | +117.8% | -116.0% | +0.6% |
| 1Y | +20.7% | +145.3% | -124.6% | +19.1% |
| 3Y | +126.5% | -2.8% | +129.3% | +125.2% |
| 5Y | +140.0% | +93.4% | +46.6% | +138.6% |
| 10Y | +218.2% | -16.6% | +234.8% | +212.7% |
| All | +218.2% | -21.6% | +239.8% | +212.7% |
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 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