+210.0%
SHEL vs PTEN
-15.6%
+225.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.1% | +3.5% | +0.6% | +3.1% |
| 30D | +8.4% | +17.5% | -9.2% | +3.0% |
| 3M | +13.7% | +12.7% | +1.0% | +8.7% |
| 6M | +12.7% | +33.1% | -20.4% | +1.6% |
| YTD | +35.3% | +116.4% | -81.1% | +5.0% |
| 1Y | +39.4% | +141.2% | -101.8% | +3.8% |
| 3Y | +71.5% | -3.8% | +75.3% | +59.2% |
| 5Y | +195.0% | +92.7% | +102.3% | +105.1% |
| All | +210.0% | -15.6% | +225.6% | +88.8% |
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