+226.3%
RL vs PTEN
+94.7%
+131.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.5% | -3.7% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | -17.5% | +18.6% | -36.1% | -20.0% |
| 3M | -14.0% | +12.5% | -26.4% | -16.4% |
| 6M | -2.0% | +41.9% | -43.8% | -10.2% |
| YTD | -4.6% | +117.8% | -122.4% | -20.6% |
| 1Y | +9.5% | +145.3% | -135.8% | -11.9% |
| 3Y | +200.5% | -2.8% | +203.3% | +180.0% |
| 5Y | +226.3% | +93.4% | +132.9% | +143.9% |
| All | +226.3% | +94.7% | +131.6% | +143.9% |
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