+131.2%
TLT vs PTEN
+53.2%
+78.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.6% | +31.2% | -31.8% | +1.3% |
| 3M | -2.7% | +2.0% | -4.8% | -2.3% |
| 6M | -5.6% | +42.4% | -48.0% | -3.0% |
| YTD | -2.8% | +109.2% | -112.0% | +2.5% |
| 1Y | -1.4% | +122.3% | -123.7% | +4.6% |
| 3Y | -1.6% | -5.6% | +4.0% | +0.1% |
| 5Y | -33.8% | +86.5% | -120.3% | -27.4% |
| 10Y | -21.1% | -22.1% | +1.0% | -11.4% |
| All | +131.2% | +53.2% | +78.0% | +212.7% |
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