+94.6%
PTEN vs COO
-39.5%
+134.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.8% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | +29.3% | -8.8% | +38.1% | +33.0% |
| 3M | +7.2% | +1.3% | +5.9% | +5.8% |
| 6M | +43.5% | -11.6% | +55.1% | +48.0% |
| YTD | +113.2% | -17.4% | +130.7% | +125.8% |
| 1Y | +135.1% | -1.6% | +136.7% | +130.0% |
| 3Y | -4.8% | -22.6% | +17.8% | 0.0% |
| 5Y | +94.6% | -40.3% | +135.0% | +98.8% |
| All | +94.6% | -39.5% | +134.1% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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