+30.7%
MCO vs PTEN
+87.9%
-57.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.8% | +3.5% | -7.2% | -4.1% |
| 30D | -0.4% | +17.5% | -17.9% | -2.1% |
| 3M | +7.7% | +12.7% | -5.0% | +6.0% |
| 6M | +7.0% | +33.1% | -26.1% | +2.7% |
| YTD | -6.4% | +116.4% | -122.8% | -15.5% |
| 1Y | -7.6% | +141.2% | -148.8% | -18.2% |
| 3Y | +43.2% | -3.8% | +47.0% | +36.8% |
| All | +30.7% | +87.9% | -57.2% | +19.0% |
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