+341.8%
PBF vs PTEN
-15.6%
+357.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +5.3% | +3.5% | +1.9% | +3.3% |
| 30D | +11.7% | +17.5% | -5.8% | +1.6% |
| 3M | +91.1% | +12.7% | +78.4% | +76.2% |
| 6M | +88.4% | +33.1% | +55.3% | +58.2% |
| YTD | +194.1% | +116.4% | +77.6% | +87.6% |
| 1Y | +180.4% | +141.2% | +39.2% | +67.9% |
| 3Y | +59.3% | -3.8% | +63.1% | +47.8% |
| 5Y | +816.3% | +92.7% | +723.6% | +428.6% |
| All | +341.8% | -15.6% | +357.4% | +128.2% |
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