-45.4%
TOST vs PTEN
+54.3%
-99.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.9% |
| 7D | -3.6% | -2.2% | -1.4% | -3.3% |
| 30D | +8.9% | -8.0% | +16.9% | +9.5% |
| 3M | -2.2% | -5.0% | +2.8% | -2.8% |
| 6M | +41.0% | -10.6% | +51.6% | +40.2% |
| YTD | -4.0% | +75.5% | -79.5% | -20.2% |
| 1Y | -9.6% | +70.2% | -79.8% | -24.5% |
| 3Y | +141.7% | -3.7% | +145.4% | +121.2% |
| 5Y | -29.5% | +34.9% | -64.4% | -47.2% |
| All | -45.4% | +54.3% | -99.7% | -57.3% |
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