+336.7%
RF vs PTEN
-24.5%
+361.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | -3.4% | +29.3% | -32.6% | -10.7% |
| 3M | +6.4% | +7.2% | -0.9% | +2.5% |
| 6M | +13.4% | +43.5% | -30.1% | -1.5% |
| YTD | +14.2% | +113.2% | -99.0% | -12.3% |
| 1Y | +15.7% | +135.1% | -119.4% | -14.8% |
| 3Y | +91.3% | -4.8% | +96.2% | +76.0% |
| 5Y | +89.8% | +94.6% | -4.9% | +26.3% |
| 10Y | +336.7% | -24.2% | +360.9% | +157.1% |
| All | +336.7% | -24.5% | +361.1% | +157.1% |
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