+50.5%
RSP vs PTEN
+94.7%
-44.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -1.8% | -1.7% | -0.1% | -1.6% |
| 30D | -2.5% | +18.6% | -21.1% | -4.8% |
| 3M | +3.0% | +12.5% | -9.4% | +0.9% |
| 6M | +8.9% | +41.9% | -33.0% | +2.3% |
| YTD | +13.0% | +117.8% | -104.8% | -0.8% |
| 1Y | +16.2% | +145.3% | -129.1% | -0.3% |
| 3Y | +52.7% | -2.8% | +55.5% | +45.1% |
| 5Y | +50.5% | +93.4% | -42.9% | +26.6% |
| All | +50.5% | +94.7% | -44.2% | +26.6% |
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