+25.2%
MCD vs PTEN
+25.5%
-0.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.2% |
| 7D | +7.3% | -14.5% | +21.7% | +7.6% |
| 30D | +20.0% | -11.1% | +31.1% | +20.1% |
| 3M | +3.8% | -7.8% | +11.6% | +3.8% |
| 6M | +3.8% | -10.5% | +14.3% | +3.7% |
| YTD | -5.9% | +69.3% | -75.1% | -8.7% |
| 1Y | -3.2% | +70.5% | -73.8% | -6.2% |
| 3Y | +13.3% | -7.1% | +20.4% | +12.1% |
| 5Y | +25.2% | +29.1% | -3.9% | +19.9% |
| All | +25.2% | +25.5% | -0.3% | +19.9% |
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