-34.5%
TLT vs PTEN
+90.6%
-125.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -0.3% | +29.3% | -29.6% | +0.5% |
| 3M | -1.7% | +7.2% | -9.0% | -1.4% |
| 6M | -4.9% | +43.5% | -48.4% | -3.8% |
| YTD | -2.8% | +113.2% | -116.0% | -0.8% |
| 1Y | -4.2% | +135.1% | -139.3% | -2.0% |
| 3Y | -1.1% | -4.8% | +3.7% | -0.9% |
| All | -34.5% | +90.6% | -125.1% | -29.3% |
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 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