+43.7%
REPL vs PTEN
-25.0%
+68.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.7% | -10.1% | -7.2% |
| 7D | +5.3% | -2.2% | +7.4% | +5.7% |
| 30D | +66.6% | -8.0% | +74.7% | +68.3% |
| 3M | +59.6% | -5.0% | +64.6% | +59.3% |
| 6M | +482.4% | -10.6% | +493.0% | +489.0% |
| YTD | +124.1% | +75.5% | +48.6% | +90.3% |
| 1Y | +138.6% | +70.2% | +68.4% | +103.5% |
| 3Y | +96.0% | -3.7% | +99.7% | +82.0% |
| 5Y | -35.4% | +34.9% | -70.3% | -48.3% |
| All | +43.7% | -25.0% | +68.6% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling