+558.9%
RMBS vs PTEN
-15.6%
+574.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.8% | +3.5% | -1.7% | +1.1% |
| 30D | -13.9% | +17.5% | -31.4% | -16.5% |
| 3M | -39.8% | +12.7% | -52.5% | -41.5% |
| 6M | -6.0% | +33.1% | -39.1% | -12.6% |
| YTD | -5.4% | +116.4% | -121.8% | -19.9% |
| 1Y | -1.8% | +141.2% | -143.0% | -18.6% |
| 3Y | +53.7% | -3.8% | +57.5% | +44.9% |
| 5Y | +268.5% | +92.7% | +175.8% | +198.8% |
| All | +558.9% | -15.6% | +574.5% | +382.1% |
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