+108.0%
PTEN vs CAI
-8.1%
+116.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +29.3% | +9.1% | +20.1% | +29.5% |
| 3M | +7.2% | +53.8% | -46.5% | +8.0% |
| 6M | +43.5% | +33.5% | +10.0% | +43.9% |
| YTD | +113.2% | -8.0% | +121.2% | +118.2% |
| 1Y | +135.1% | -28.7% | +163.8% | +144.9% |
| All | +108.0% | -8.1% | +116.1% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling