+486.7%
GS vs PTEN
-43.9%
+530.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -25.5% | +22.3% | +2.5% |
| 30D | -2.4% | -11.7% | +9.3% | -0.5% |
| 3M | -15.7% | -0.5% | -15.2% | -16.6% |
| 6M | -6.8% | -12.9% | +6.1% | -6.0% |
| YTD | -0.1% | +67.1% | -67.1% | -14.1% |
| 1Y | +12.1% | +70.5% | -58.4% | -4.4% |
| 3Y | +185.8% | -10.4% | +196.2% | +170.0% |
| 5Y | +140.1% | +23.7% | +116.4% | +96.8% |
| All | +486.7% | -43.9% | +530.6% | +328.0% |
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