-44.5%
TOST vs PTEN
+46.9%
-91.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +9.4% | -25.5% | +35.0% | +14.7% |
| 30D | +13.5% | -11.7% | +25.2% | +15.0% |
| 3M | -0.1% | -0.5% | +0.4% | -1.8% |
| 6M | +22.5% | -12.9% | +35.3% | +22.2% |
| YTD | -2.4% | +67.1% | -69.5% | -18.2% |
| 1Y | -4.7% | +70.5% | -75.2% | -20.8% |
| 3Y | +103.2% | -10.4% | +113.7% | +88.4% |
| 5Y | -41.2% | +23.7% | -64.9% | -54.5% |
| All | -44.5% | +46.9% | -91.4% | -56.2% |
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