+20.4%
MCD vs PTEN
+88.2%
-67.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -6.1% | +29.3% | -35.4% | -6.8% |
| 3M | -7.3% | +7.2% | -14.5% | -7.5% |
| 6M | -20.9% | +43.5% | -64.5% | -22.1% |
| YTD | -14.7% | +113.2% | -127.9% | -17.4% |
| 1Y | -16.1% | +135.1% | -151.2% | -19.3% |
| 3Y | -1.5% | -4.8% | +3.3% | -1.9% |
| 5Y | +20.4% | +94.6% | -74.2% | +12.7% |
| All | +20.4% | +88.2% | -67.7% | +12.7% |
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