-16.9%
PTEN vs HRB
+209.1%
-226.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +3.5% | -8.0% | +11.5% | +6.4% |
| 30D | +17.5% | -16.0% | +33.5% | +24.3% |
| 3M | +12.7% | +26.9% | -14.1% | +0.5% |
| 6M | +33.1% | +51.1% | -18.0% | +8.8% |
| YTD | +116.4% | +7.1% | +109.4% | +101.5% |
| 1Y | +141.2% | -9.6% | +150.8% | +140.2% |
| 3Y | -3.8% | +25.4% | -29.2% | -19.9% |
| 5Y | +92.7% | +114.9% | -22.2% | +20.1% |
| All | -16.9% | +209.1% | -226.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling