+131.9%
PTEN vs ABCL
-81.2%
+213.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +10.6% | -3.3% | +13.9% | +10.9% |
| 30D | -4.9% | -7.1% | +2.2% | -4.3% |
| 3M | +1.4% | +4.7% | -3.3% | -0.1% |
| 6M | -7.0% | +140.9% | -147.9% | -18.5% |
| YTD | +84.8% | +236.0% | -151.2% | +52.5% |
| 1Y | +95.7% | +217.4% | -121.7% | +62.6% |
| 3Y | +2.0% | +188.7% | -186.7% | -19.0% |
| 5Y | +48.0% | -23.5% | +71.5% | +28.0% |
| All | +131.9% | -81.2% | +213.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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