+2,064.0%
GS vs PTEN
+333.0%
+1,731.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.6% | +31.2% | -32.8% | -8.2% |
| 3M | -4.5% | +2.0% | -6.5% | -6.2% |
| 6M | +20.9% | +42.4% | -21.5% | +8.0% |
| YTD | +19.9% | +109.2% | -89.3% | -2.8% |
| 1Y | +41.4% | +122.3% | -80.9% | +11.9% |
| 3Y | +239.2% | -5.6% | +244.7% | +217.1% |
| 5Y | +185.0% | +86.5% | +98.5% | +108.1% |
| 10Y | +655.0% | -22.1% | +677.1% | +431.5% |
| All | +2,064.0% | +333.0% | +1,731.0% | +879.9% |
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