+177.5%
MCD vs PTEN
-15.3%
+192.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -2.5% | +2.8% | -5.3% | -2.7% |
| 30D | -7.0% | +17.6% | -24.6% | -8.0% |
| 3M | -9.8% | +8.2% | -18.0% | -10.5% |
| 6M | -21.8% | +38.1% | -59.9% | -23.8% |
| YTD | -15.6% | +117.3% | -132.9% | -20.3% |
| 1Y | -15.2% | +146.1% | -161.3% | -20.7% |
| 3Y | -2.6% | -3.0% | +0.5% | -4.4% |
| 5Y | +18.9% | +93.5% | -74.6% | +7.7% |
| All | +177.5% | -15.3% | +192.8% | +125.8% |
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