+478.5%
GS vs PTEN
-43.5%
+522.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.8% |
| 7D | +0.8% | -16.4% | +17.3% | +4.5% |
| 30D | +1.2% | -12.8% | +14.0% | +3.5% |
| 3M | -12.4% | +0.7% | -13.1% | -13.6% |
| 6M | -2.3% | -12.2% | +9.9% | -1.7% |
| YTD | +4.6% | +66.1% | -61.5% | -10.0% |
| 1Y | +17.5% | +69.2% | -51.7% | +0.4% |
| 3Y | +202.0% | -8.2% | +210.2% | +184.1% |
| 5Y | +152.4% | +19.2% | +133.2% | +108.6% |
| 10Y | +478.5% | -45.6% | +524.1% | +325.6% |
| All | +478.5% | -43.5% | +522.1% | +325.6% |
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