+240.2%
RL vs PTEN
+23.8%
+216.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +5.9% |
| 7D | +0.2% | -16.4% | +16.7% | +2.9% |
| 30D | +7.3% | -12.8% | +20.2% | +9.1% |
| 3M | +1.0% | +0.7% | +0.3% | -0.2% |
| 6M | +11.8% | -12.2% | +24.0% | +11.9% |
| YTD | +13.6% | +66.1% | -52.5% | -2.0% |
| 1Y | +24.0% | +69.2% | -45.2% | +6.3% |
| 3Y | +256.6% | -8.2% | +264.8% | +231.7% |
| 5Y | +240.2% | +19.2% | +221.0% | +187.1% |
| All | +240.2% | +23.8% | +216.4% | +187.1% |
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 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