+46.3%
LYB vs PTEN
-15.6%
+61.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | +3.5% | -3.2% | -0.8% |
| 30D | +2.5% | +17.5% | -15.1% | -2.9% |
| 3M | +1.4% | +12.7% | -11.3% | -3.2% |
| 6M | -3.5% | +33.1% | -36.6% | -12.7% |
| YTD | +52.0% | +116.4% | -64.5% | +17.3% |
| 1Y | +22.1% | +141.2% | -119.1% | -9.8% |
| 3Y | -22.8% | -3.8% | -19.0% | -27.5% |
| 5Y | -3.4% | +92.7% | -96.1% | -34.8% |
| All | +46.3% | -15.6% | +61.9% | -11.2% |
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 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