+93.1%
META vs PTEN
+23.8%
+69.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | +5.7% | -16.4% | +22.1% | +7.2% |
| 30D | -10.8% | -12.8% | +2.1% | -9.9% |
| 3M | +8.4% | +0.7% | +7.7% | +7.8% |
| 6M | +5.4% | -12.2% | +17.6% | +5.7% |
| YTD | -2.6% | +66.1% | -68.7% | -10.6% |
| 1Y | +3.5% | +69.2% | -65.7% | -5.4% |
| 3Y | +102.0% | -8.2% | +110.2% | +91.3% |
| 5Y | +93.1% | +19.2% | +73.9% | +67.5% |
| All | +93.1% | +23.8% | +69.2% | +67.5% |
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