-18.2%
MDT vs PTEN
+87.9%
-106.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -3.4% | +3.5% | -6.9% | -3.6% |
| 30D | +0.2% | +17.5% | -17.3% | -0.9% |
| 3M | +14.3% | +12.7% | +1.5% | +13.1% |
| 6M | +4.0% | +33.1% | -29.1% | +1.4% |
| YTD | -3.7% | +116.4% | -120.1% | -9.8% |
| 1Y | -0.4% | +141.2% | -141.5% | -7.7% |
| 3Y | +23.3% | -3.8% | +27.1% | +20.3% |
| All | -18.2% | +87.9% | -106.1% | -26.8% |
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