+43.3%
IR vs PTEN
+88.2%
-44.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -13.6% | +29.3% | -42.9% | -17.7% |
| 3M | +3.7% | +7.2% | -3.6% | +1.5% |
| 6M | -13.1% | +43.5% | -56.6% | -21.1% |
| YTD | -5.1% | +113.2% | -118.4% | -21.2% |
| 1Y | -6.5% | +135.1% | -141.5% | -24.5% |
| 3Y | +8.5% | -4.8% | +13.3% | +0.8% |
| 5Y | +43.3% | +94.6% | -51.3% | +18.0% |
| All | +43.3% | +88.2% | -44.9% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling