+810.7%
MOD vs PTEN
-40.1%
+850.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.3% |
| 7D | +16.1% | +7.2% | +8.9% | +13.6% |
| 30D | -38.5% | -7.4% | -31.1% | -36.9% |
| 3M | -46.8% | -2.4% | -44.4% | -46.6% |
| 6M | -61.6% | -10.0% | -51.6% | -61.0% |
| YTD | -20.5% | +79.7% | -100.3% | -36.0% |
| 1Y | -28.0% | +86.5% | -114.5% | -42.7% |
| 3Y | +134.9% | -1.4% | +136.3% | +119.3% |
| 5Y | +833.2% | +43.9% | +789.2% | +608.5% |
| All | +810.7% | -40.1% | +850.8% | +554.7% |
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