+2,417.1%
MSCI vs PTEN
-14.5%
+2,431.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +0.6% | +31.2% | -30.7% | -4.8% |
| 3M | -7.1% | +2.0% | -9.1% | -8.6% |
| 6M | +0.8% | +42.4% | -41.6% | -7.6% |
| YTD | +1.0% | +109.2% | -108.2% | -14.3% |
| 1Y | +4.3% | +122.3% | -118.0% | -13.3% |
| 3Y | +9.9% | -5.6% | +15.5% | +3.4% |
| 5Y | -6.8% | +86.5% | -93.3% | -29.2% |
| 10Y | +614.7% | -22.1% | +636.8% | +405.3% |
| All | +2,417.1% | -14.5% | +2,431.6% | +1,074.9% |
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