+7,173.7%
MCO vs PTEN
+1,965.8%
+5,207.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -7.3% | +2.8% | -10.1% | -7.7% |
| 30D | -1.7% | +17.6% | -19.3% | -4.1% |
| 3M | +3.9% | +8.2% | -4.3% | +1.9% |
| 6M | +3.8% | +38.1% | -34.3% | -2.4% |
| YTD | -7.9% | +117.3% | -125.2% | -19.1% |
| 1Y | -6.8% | +146.1% | -152.9% | -20.1% |
| 3Y | +40.9% | -3.0% | +44.0% | +34.3% |
| 5Y | +27.5% | +93.5% | -66.0% | +4.4% |
| 10Y | +381.4% | -16.8% | +398.2% | +274.7% |
| All | +7,173.7% | +1,965.8% | +5,207.9% | +4,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling