-8.2%
PTEN vs CASY
+155.2%
-163.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -16.4% | +3.6% | -20.0% | -17.0% |
| 30D | -12.8% | +7.2% | -20.0% | -14.0% |
| 3M | +0.7% | -16.9% | +17.6% | +4.0% |
| 6M | -12.2% | -19.3% | +7.1% | -9.1% |
| YTD | +66.1% | +25.6% | +40.4% | +55.5% |
| 1Y | +69.2% | +30.2% | +39.1% | +56.7% |
| 3Y | -8.2% | +154.9% | -163.1% | -29.3% |
| All | -8.2% | +155.2% | -163.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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