+481.0%
MSTR vs PTEN
-38.4%
+519.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -3.0% |
| 7D | -13.4% | +10.6% | -24.0% | -15.2% |
| 30D | -22.1% | -4.9% | -17.1% | -21.8% |
| 3M | +15.0% | +1.4% | +13.5% | +13.1% |
| 6M | -37.3% | -7.0% | -30.3% | -37.9% |
| YTD | -26.5% | +84.8% | -111.3% | -38.4% |
| 1Y | -46.5% | +95.7% | -142.2% | -55.7% |
| 3Y | +121.1% | +2.0% | +119.1% | +103.5% |
| 5Y | +37.5% | +48.0% | -10.5% | +17.4% |
| All | +481.0% | -38.4% | +519.5% | +364.5% |
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