-32.5%
MKC vs PTEN
+87.9%
-120.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.5% | +3.5% | -4.9% | -1.6% |
| 30D | -3.1% | +17.5% | -20.7% | -3.7% |
| 3M | +5.2% | +12.7% | -7.5% | +4.7% |
| 6M | -12.8% | +33.1% | -45.9% | -14.1% |
| YTD | -23.3% | +116.4% | -139.7% | -26.2% |
| 1Y | -24.1% | +141.2% | -165.3% | -27.6% |
| 3Y | -32.1% | -3.8% | -28.3% | -33.2% |
| All | -32.5% | +87.9% | -120.4% | -32.8% |
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