+274.5%
IR vs PTEN
-24.9%
+299.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.1% | +2.8% | -5.9% | -3.7% |
| 30D | -14.0% | +17.6% | -31.6% | -17.5% |
| 3M | +3.7% | +8.2% | -4.4% | +0.3% |
| 6M | -15.4% | +38.1% | -53.5% | -24.4% |
| YTD | -7.7% | +117.3% | -125.0% | -26.8% |
| 1Y | -8.8% | +146.1% | -154.9% | -30.5% |
| 3Y | +5.6% | -3.0% | +8.6% | -2.5% |
| 5Y | +34.3% | +93.5% | -59.1% | -5.4% |
| All | +274.5% | -24.9% | +299.4% | +183.5% |
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