-1.1%
M vs PTEN
+23.8%
-24.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +8.2% |
| 7D | +2.5% | -16.4% | +19.0% | +6.5% |
| 30D | +10.1% | -12.8% | +22.9% | +12.5% |
| 3M | -0.9% | +0.7% | -1.6% | -3.1% |
| 6M | +30.2% | -12.2% | +42.4% | +30.2% |
| YTD | +16.3% | +66.1% | -49.8% | -5.0% |
| 1Y | +27.0% | +69.2% | -42.3% | +2.8% |
| 3Y | +154.5% | -8.2% | +162.7% | +132.2% |
| 5Y | -1.1% | +19.2% | -20.3% | -23.7% |
| All | -1.1% | +23.8% | -24.9% | -23.7% |
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