+373.9%
RY vs PTEN
-24.5%
+398.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | -1.0% | +29.3% | -30.3% | -4.6% |
| 3M | +7.6% | +7.2% | +0.4% | +5.9% |
| 6M | +29.5% | +43.5% | -14.1% | +21.2% |
| YTD | +24.2% | +113.2% | -89.1% | +9.5% |
| 1Y | +46.4% | +135.1% | -88.7% | +26.5% |
| 3Y | +159.4% | -4.8% | +164.3% | +148.4% |
| 5Y | +141.8% | +94.6% | +47.2% | +97.2% |
| 10Y | +373.9% | -24.2% | +398.1% | +240.1% |
| All | +373.9% | -24.5% | +398.4% | +240.1% |
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