+125.1%
TLT vs PTEN
+35.4%
+89.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.2% |
| 7D | -3.1% | +10.6% | -13.7% | -2.5% |
| 30D | +1.0% | -4.9% | +6.0% | +0.9% |
| 3M | -2.7% | +1.4% | -4.2% | -2.4% |
| 6M | -4.1% | -7.0% | +2.9% | -4.1% |
| YTD | -5.4% | +84.8% | -90.1% | -0.8% |
| 1Y | -7.0% | +95.7% | -102.7% | -2.1% |
| 3Y | +2.8% | +2.0% | +0.9% | +5.3% |
| 5Y | -35.4% | +48.0% | -83.3% | -30.2% |
| 10Y | -13.1% | -38.3% | +25.2% | -4.0% |
| All | +125.1% | +35.4% | +89.7% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling