+41.7%
RBA vs PTEN
+88.2%
-46.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.1% |
| 7D | -1.1% | -1.0% | 0.0% | -1.0% |
| 30D | -13.2% | +29.3% | -42.5% | -15.1% |
| 3M | -21.4% | +7.2% | -28.6% | -22.0% |
| 6M | -20.9% | +43.5% | -64.4% | -24.0% |
| YTD | -19.9% | +113.2% | -133.1% | -26.0% |
| 1Y | -28.7% | +135.1% | -163.7% | -35.0% |
| 3Y | +27.4% | -4.8% | +32.2% | +22.6% |
| 5Y | +41.7% | +94.6% | -52.9% | +22.0% |
| All | +41.7% | +88.2% | -46.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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