+121.6%
GLD vs PTEN
+23.8%
+97.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +4.9% | -16.4% | +21.4% | +5.4% |
| 30D | -1.3% | -12.8% | +11.5% | -1.1% |
| 3M | -4.8% | +0.7% | -5.4% | -5.0% |
| 6M | -12.5% | -12.2% | -0.3% | -12.5% |
| YTD | -4.2% | +66.1% | -70.3% | -7.0% |
| 1Y | +3.0% | +69.2% | -66.2% | 0.0% |
| 3Y | +109.1% | -8.2% | +117.3% | +106.7% |
| 5Y | +121.6% | +19.2% | +102.4% | +117.4% |
| All | +121.6% | +23.8% | +97.7% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling