+1.0%
MOS vs PTEN
-43.2%
+44.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +21.6% | -25.5% | +47.1% | +32.3% |
| 30D | +12.0% | -11.7% | +23.6% | +14.8% |
| 3M | -3.9% | -0.5% | -3.4% | -6.0% |
| 6M | -3.3% | -12.9% | +9.6% | -3.1% |
| YTD | -4.6% | +67.1% | -71.7% | -25.3% |
| 1Y | -7.0% | +70.5% | -77.5% | -27.9% |
| 3Y | -24.4% | -10.4% | -14.0% | -31.4% |
| 5Y | -32.1% | +23.7% | -55.8% | -48.8% |
| All | +1.0% | -43.2% | +44.2% | -31.6% |
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