+111.9%
PTEN vs CAI
-11.0%
+122.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +2.8% | -5.1% | +7.8% | +2.7% |
| 30D | +17.6% | +3.9% | +13.7% | +17.6% |
| 3M | +8.2% | +40.1% | -31.9% | +8.8% |
| 6M | +38.1% | +29.7% | +8.4% | +38.3% |
| YTD | +117.3% | -10.9% | +128.2% | +122.1% |
| 1Y | +146.1% | -28.0% | +174.1% | +155.4% |
| All | +111.9% | -11.0% | +122.9% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling