+138.9%
GLD vs PTEN
+88.2%
+50.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.8% |
| 7D | +0.7% | -1.0% | +1.8% | +0.8% |
| 30D | +0.3% | +29.3% | -29.0% | -0.5% |
| 3M | +0.6% | +7.2% | -6.6% | +0.3% |
| 6M | -15.6% | +43.5% | -59.1% | -17.0% |
| YTD | +0.9% | +113.2% | -112.4% | -2.4% |
| 1Y | +19.4% | +135.1% | -115.7% | +14.9% |
| 3Y | +124.5% | -4.8% | +129.3% | +122.6% |
| 5Y | +138.9% | +94.6% | +44.3% | +133.4% |
| All | +138.9% | +88.2% | +50.8% | +133.4% |
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