+906.4%
MOD vs PTEN
-43.9%
+950.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -25.5% | -25.5% | 0.0% | -18.3% |
| 30D | -49.0% | -11.7% | -37.3% | -46.9% |
| 3M | -49.8% | -0.5% | -49.3% | -50.0% |
| 6M | -64.8% | -12.9% | -51.9% | -63.8% |
| YTD | -27.6% | +67.1% | -94.7% | -40.4% |
| 1Y | -35.2% | +70.5% | -105.7% | -47.1% |
| 3Y | +137.1% | -10.4% | +147.6% | +127.5% |
| 5Y | +760.3% | +23.7% | +736.6% | +583.6% |
| All | +906.4% | -43.9% | +950.2% | +657.6% |
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