+240.0%
GM vs PTEN
-13.7%
+253.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | +2.8% | -3.8% | -1.7% |
| 30D | -3.4% | +17.6% | -21.0% | -7.2% |
| 3M | +8.7% | +8.2% | +0.5% | +5.3% |
| 6M | +15.4% | +38.1% | -22.7% | +3.7% |
| YTD | +6.6% | +117.3% | -110.7% | -14.5% |
| 1Y | +51.5% | +146.1% | -94.6% | +16.9% |
| 3Y | +169.3% | -3.0% | +172.4% | +149.0% |
| 5Y | +81.6% | +93.5% | -11.9% | +32.2% |
| 10Y | +240.7% | -16.8% | +257.4% | +129.3% |
| All | +240.0% | -13.7% | +253.7% | +114.9% |
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