+84.9%
PTEN vs CAI
+12.6%
+72.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -9.3% |
| 7D | -15.5% | -6.3% | -9.2% | -15.8% |
| 30D | -7.8% | +9.3% | -17.1% | -7.2% |
| 3M | +6.4% | +106.3% | -99.9% | +11.8% |
| 6M | -11.9% | +77.7% | -89.6% | -8.0% |
| YTD | +79.4% | +23.1% | +56.3% | +87.5% |
| 1Y | +84.9% | +6.5% | +78.4% | +96.4% |
| All | +84.9% | +12.6% | +72.3% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling