+122.9%
MS vs PTEN
+49.0%
+73.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | +5.1% | +10.6% | -5.5% | +3.2% |
| 30D | +5.7% | -4.9% | +10.6% | +6.0% |
| 3M | -12.2% | +1.4% | -13.6% | -13.2% |
| 6M | -0.5% | -7.0% | +6.5% | -0.9% |
| YTD | +9.8% | +84.8% | -74.9% | -7.2% |
| 1Y | +17.7% | +95.7% | -78.0% | -1.9% |
| 3Y | +176.8% | +2.0% | +174.9% | +153.2% |
| All | +122.9% | +49.0% | +73.9% | +81.8% |
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