+111.1%
PTEN vs CAI
-9.9%
+121.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | +3.5% | -2.9% | +6.4% | +3.4% |
| 30D | +17.5% | +9.3% | +8.2% | +17.7% |
| 3M | +12.7% | +35.2% | -22.5% | +13.3% |
| 6M | +33.1% | +30.7% | +2.4% | +33.4% |
| YTD | +116.4% | -9.8% | +126.2% | +121.3% |
| 1Y | +141.2% | -28.9% | +170.0% | +150.9% |
| All | +111.1% | -9.9% | +121.0% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling