+205.6%
GLD vs PTEN
-40.1%
+245.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.8% |
| 7D | -5.5% | +7.2% | -12.7% | -5.5% |
| 30D | -7.0% | -7.4% | +0.4% | -7.0% |
| 3M | -12.4% | -2.4% | -10.0% | -12.4% |
| 6M | -18.0% | -10.0% | -8.0% | -18.0% |
| YTD | -10.5% | +79.7% | -90.2% | -11.3% |
| 1Y | -8.1% | +86.5% | -94.6% | -9.0% |
| 3Y | +97.7% | -1.4% | +99.1% | +96.5% |
| 5Y | +103.4% | +43.9% | +59.5% | +102.5% |
| All | +205.6% | -40.1% | +245.8% | +205.4% |
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