-3.3%
LVS vs PTEN
-15.6%
+12.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.5% | +3.5% | -6.9% | -4.2% |
| 30D | -6.2% | +17.5% | -23.8% | -9.6% |
| 3M | -14.8% | +12.7% | -27.6% | -17.9% |
| 6M | -20.9% | +33.1% | -53.9% | -27.4% |
| YTD | -33.0% | +116.4% | -149.5% | -45.1% |
| 1Y | -20.0% | +141.2% | -161.2% | -36.4% |
| 3Y | -6.9% | -3.8% | -3.1% | -13.2% |
| 5Y | +9.1% | +92.7% | -83.6% | -19.0% |
| All | -3.3% | -15.6% | +12.3% | -36.9% |
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 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