+2,739.7%
MSCI vs PTEN
-32.1%
+2,771.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +1.5% | -16.4% | +17.9% | +4.6% |
| 30D | +14.4% | -12.8% | +27.2% | +16.6% |
| 3M | +15.2% | +0.7% | +14.5% | +13.7% |
| 6M | +11.2% | -12.2% | +23.4% | +11.4% |
| YTD | +13.9% | +66.1% | -52.1% | +0.1% |
| 1Y | +12.5% | +69.2% | -56.7% | -1.8% |
| 3Y | +32.3% | -8.2% | +40.5% | +24.2% |
| 5Y | +4.9% | +19.2% | -14.4% | -13.0% |
| 10Y | +779.7% | -45.6% | +825.3% | +574.4% |
| All | +2,739.7% | -32.1% | +2,771.8% | +1,272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling