+1,704.0%
GS vs PTEN
+245.9%
+1,458.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -25.5% | +22.3% | +3.3% |
| 30D | -2.4% | -11.7% | +9.3% | -0.2% |
| 3M | -15.7% | -0.5% | -15.2% | -16.7% |
| 6M | -6.8% | -12.9% | +6.1% | -5.9% |
| YTD | -0.1% | +67.1% | -67.1% | -15.2% |
| 1Y | +12.1% | +70.5% | -58.4% | -5.7% |
| 3Y | +185.8% | -10.4% | +196.2% | +169.1% |
| 5Y | +140.1% | +23.7% | +116.4% | +93.1% |
| 10Y | +505.2% | -42.7% | +547.9% | +357.3% |
| All | +1,704.0% | +245.9% | +1,458.2% | +754.2% |
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