+37.0%
MDT vs PTEN
-15.6%
+52.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -3.4% | +3.5% | -6.9% | -3.7% |
| 30D | +0.2% | +17.5% | -17.3% | -1.3% |
| 3M | +14.3% | +12.7% | +1.5% | +12.6% |
| 6M | +4.0% | +33.1% | -29.1% | +0.4% |
| YTD | -3.7% | +116.4% | -120.1% | -11.4% |
| 1Y | -0.4% | +141.2% | -141.5% | -9.6% |
| 3Y | +23.3% | -3.8% | +27.1% | +19.6% |
| 5Y | -18.9% | +92.7% | -111.6% | -29.4% |
| All | +37.0% | -15.6% | +52.6% | +4.1% |
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