+250.9%
PBF vs PTEN
-38.4%
+289.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -1.1% |
| 7D | +6.5% | +10.6% | -4.1% | +0.5% |
| 30D | -20.0% | -4.9% | -15.1% | -18.5% |
| 3M | -3.3% | +1.4% | -4.8% | -5.2% |
| 6M | +76.8% | -7.0% | +83.8% | +79.7% |
| YTD | +168.9% | +84.8% | +84.2% | +85.7% |
| 1Y | +96.4% | +95.7% | +0.7% | +31.3% |
| 3Y | +77.2% | +2.0% | +75.2% | +58.9% |
| 5Y | +417.7% | +48.0% | +369.8% | +242.4% |
| All | +250.9% | -38.4% | +289.4% | +105.5% |
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