+457.2%
GS vs PTEN
-44.3%
+501.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | +1.6% | -14.5% | +16.0% | +4.7% |
| 30D | +1.7% | -11.1% | +12.8% | +3.6% |
| 3M | -11.6% | -7.8% | -3.8% | -11.0% |
| 6M | -1.9% | -10.5% | +8.6% | -1.6% |
| YTD | +5.1% | +69.3% | -64.2% | -9.9% |
| 1Y | +16.4% | +70.5% | -54.1% | -0.6% |
| 3Y | +199.0% | -7.1% | +206.1% | +180.5% |
| 5Y | +157.4% | +29.1% | +128.3% | +109.2% |
| 10Y | +457.2% | -44.5% | +501.7% | +306.4% |
| All | +457.2% | -44.3% | +501.6% | +306.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling