+167.7%
PTEN vs ABCL
-81.2%
+248.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | +29.3% | +65.1% | -35.8% | +20.7% |
| 3M | +7.2% | +111.1% | -103.8% | -3.4% |
| 6M | +43.5% | +231.6% | -188.1% | +20.7% |
| YTD | +113.2% | +234.5% | -121.3% | +77.2% |
| 1Y | +135.1% | +174.3% | -39.3% | +99.7% |
| 3Y | -4.8% | +111.5% | -116.3% | -21.7% |
| 5Y | +94.6% | -37.3% | +131.9% | +69.4% |
| All | +167.7% | -81.2% | +248.9% | +152.6% |
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