-44.4%
TOST vs PTEN
+46.0%
-90.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +4.0% | -16.4% | +20.5% | +7.1% |
| 30D | +11.1% | -12.8% | +23.9% | +12.8% |
| 3M | +0.8% | +0.7% | +0.1% | -1.0% |
| 6M | +38.8% | -12.2% | +51.0% | +38.2% |
| YTD | -2.1% | +66.1% | -68.2% | -17.9% |
| 1Y | -6.0% | +69.2% | -75.3% | -21.8% |
| 3Y | +149.8% | -8.2% | +158.0% | +130.5% |
| 5Y | -42.8% | +19.2% | -62.0% | -55.5% |
| All | -44.4% | +46.0% | -90.4% | -56.0% |
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