+210.9%
PM vs PTEN
-15.6%
+226.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +4.7% | +3.5% | +1.2% | +4.4% |
| 30D | +2.6% | +17.5% | -14.9% | +1.5% |
| 3M | +6.6% | +12.7% | -6.2% | +5.4% |
| 6M | +16.5% | +33.1% | -16.6% | +13.6% |
| YTD | +21.2% | +116.4% | -95.3% | +14.1% |
| 1Y | +17.9% | +141.2% | -123.3% | +9.9% |
| 3Y | +129.8% | -3.8% | +133.6% | +125.6% |
| 5Y | +133.0% | +92.7% | +40.3% | +109.4% |
| All | +210.9% | -15.6% | +226.6% | +149.6% |
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