+53.1%
MMM vs PTEN
-15.6%
+68.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -2.1% | +3.5% | -5.6% | -2.5% |
| 30D | -9.8% | +17.5% | -27.4% | -11.7% |
| 3M | +4.9% | +12.7% | -7.8% | +2.8% |
| 6M | +7.3% | +33.1% | -25.8% | +2.2% |
| YTD | +4.5% | +116.4% | -111.9% | -6.8% |
| 1Y | +5.4% | +141.2% | -135.8% | -7.7% |
| 3Y | +98.6% | -3.8% | +102.4% | +89.9% |
| 5Y | +27.4% | +92.7% | -65.3% | +7.5% |
| All | +53.1% | -15.6% | +68.8% | +20.7% |
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 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