-35.1%
TLT vs PTEN
+40.8%
-75.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.4% |
| 7D | -2.7% | +7.2% | -9.9% | -2.5% |
| 30D | +2.2% | -7.4% | +9.5% | +2.0% |
| 3M | -1.7% | -2.4% | +0.7% | -1.7% |
| 6M | -4.0% | -10.0% | +6.1% | -4.0% |
| YTD | -4.9% | +79.7% | -84.7% | -3.4% |
| 1Y | -7.4% | +86.5% | -93.9% | -5.8% |
| 3Y | +3.0% | -1.4% | +4.4% | +3.6% |
| 5Y | -35.1% | +43.9% | -79.0% | -29.8% |
| All | -35.1% | +40.8% | -75.9% | -29.8% |
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 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