+816.6%
GLD vs PTEN
-2.5%
+819.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +4.4% | +31.2% | -26.8% | +3.3% |
| 3M | -1.1% | +2.0% | -3.1% | -1.3% |
| 6M | -13.8% | +42.4% | -56.2% | -15.3% |
| YTD | +2.6% | +109.2% | -106.6% | -0.7% |
| 1Y | +24.5% | +122.3% | -97.8% | +20.0% |
| 3Y | +125.8% | -5.6% | +131.4% | +123.1% |
| 5Y | +137.8% | +86.5% | +51.3% | +125.9% |
| 10Y | +221.4% | -22.1% | +243.5% | +205.2% |
| All | +816.6% | -2.5% | +819.1% | +685.1% |
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 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