+755.2%
GLD vs PTEN
-22.6%
+777.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +4.9% | -16.4% | +21.4% | +5.6% |
| 30D | -1.3% | -12.8% | +11.5% | -0.9% |
| 3M | -4.8% | +0.7% | -5.4% | -5.0% |
| 6M | -12.5% | -12.2% | -0.3% | -12.4% |
| YTD | -4.2% | +66.1% | -70.3% | -6.7% |
| 1Y | +3.0% | +69.2% | -66.2% | +0.3% |
| 3Y | +109.1% | -8.2% | +117.3% | +106.5% |
| 5Y | +121.6% | +19.2% | +102.4% | +114.0% |
| 10Y | +212.2% | -45.6% | +257.8% | +201.7% |
| All | +755.2% | -22.6% | +777.8% | +637.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling