-12.6%
TLT vs PTEN
-38.4%
+25.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.3% |
| 7D | -3.1% | +10.6% | -13.7% | -2.7% |
| 30D | +1.0% | -4.9% | +6.0% | +0.9% |
| 3M | -2.7% | +1.4% | -4.2% | -2.5% |
| 6M | -4.1% | -7.0% | +2.9% | -4.1% |
| YTD | -5.4% | +84.8% | -90.1% | -2.2% |
| 1Y | -7.0% | +95.7% | -102.7% | -3.7% |
| 3Y | +2.8% | +2.0% | +0.9% | +4.5% |
| 5Y | -35.4% | +48.0% | -83.3% | -31.5% |
| All | -12.6% | -38.4% | +25.8% | -4.3% |
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