+128.7%
PM vs PTEN
+94.7%
+34.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -1.2% | -1.7% | +0.5% | -1.1% |
| 30D | -0.2% | +18.6% | -18.7% | -0.7% |
| 3M | +4.9% | +12.5% | -7.5% | +4.4% |
| 6M | +9.0% | +41.9% | -32.8% | +7.4% |
| YTD | +17.8% | +117.8% | -100.0% | +13.9% |
| 1Y | +16.8% | +145.3% | -128.5% | +12.2% |
| 3Y | +125.4% | -2.8% | +128.3% | +126.3% |
| 5Y | +128.7% | +93.4% | +35.3% | +110.9% |
| All | +128.7% | +94.7% | +34.0% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling