+41.5%
MAS vs PTEN
+22.3%
+19.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +2.4% | -25.5% | +27.9% | +4.7% |
| 30D | +19.8% | -11.7% | +31.5% | +20.6% |
| 3M | +9.8% | -0.5% | +10.3% | +9.0% |
| 6M | +15.8% | -12.9% | +28.6% | +15.8% |
| YTD | +31.8% | +67.1% | -35.3% | +19.2% |
| 1Y | +35.4% | +70.5% | -35.2% | +21.8% |
| 3Y | +59.2% | -10.4% | +69.7% | +50.8% |
| All | +41.5% | +22.3% | +19.2% | +26.2% |
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 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