+43.5%
MAS vs PTEN
+25.6%
+17.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.1% | -2.9% |
| 7D | +4.6% | -21.6% | +26.1% | +6.4% |
| 30D | +19.9% | -12.8% | +32.7% | +20.8% |
| 3M | +8.9% | +5.1% | +3.8% | +7.4% |
| 6M | +20.2% | -18.5% | +38.6% | +21.1% |
| YTD | +33.9% | +67.6% | -33.7% | +21.0% |
| 1Y | +34.7% | +71.1% | -36.4% | +21.1% |
| 3Y | +60.4% | -12.6% | +72.9% | +52.3% |
| 5Y | +43.5% | +24.0% | +19.4% | +28.4% |
| All | +43.5% | +25.6% | +17.8% | +28.4% |
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