+75.8%
GM vs PTEN
+87.9%
-12.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | +3.5% | -5.9% | -3.1% |
| 30D | -1.1% | +17.5% | -18.6% | -4.3% |
| 3M | +6.1% | +12.7% | -6.6% | +2.9% |
| 6M | +15.0% | +33.1% | -18.1% | +5.6% |
| YTD | +6.0% | +116.4% | -110.5% | -13.4% |
| 1Y | +47.1% | +141.2% | -94.1% | +16.1% |
| 3Y | +170.5% | -3.8% | +174.3% | +152.6% |
| All | +75.8% | +87.9% | -12.1% | +33.7% |
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