-7.2%
GLD vs PTEN
+90.8%
-97.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.3% |
| 7D | -4.6% | +10.6% | -15.2% | -4.0% |
| 30D | -5.5% | -4.9% | -0.5% | -5.7% |
| 3M | -10.9% | +1.4% | -12.4% | -10.9% |
| 6M | -17.4% | -7.0% | -10.4% | -17.6% |
| YTD | -10.3% | +84.8% | -95.1% | -14.1% |
| 1Y | -7.2% | +95.7% | -102.8% | -11.1% |
| All | -7.2% | +90.8% | -97.9% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling