+8.3%
PTEN vs TW
+206.7%
-198.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +3.5% | -4.5% | +7.9% | +4.8% |
| 30D | +17.5% | -2.3% | +19.8% | +18.1% |
| 3M | +12.7% | +2.6% | +10.1% | +10.5% |
| 6M | +33.1% | -17.5% | +50.6% | +40.2% |
| YTD | +116.4% | -5.3% | +121.7% | +117.1% |
| 1Y | +141.2% | -14.8% | +155.9% | +150.0% |
| 3Y | -3.8% | +18.8% | -22.6% | -12.6% |
| 5Y | +92.7% | +20.7% | +72.0% | +68.5% |
| All | +8.3% | +206.7% | -198.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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