+87.8%
TXT vs PTEN
-38.4%
+126.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.4% |
| 7D | +0.1% | +10.6% | -10.5% | -2.2% |
| 30D | +13.3% | -4.9% | +18.3% | +13.9% |
| 3M | -5.0% | +1.4% | -6.4% | -6.4% |
| 6M | -8.4% | -7.0% | -1.4% | -9.2% |
| YTD | -4.0% | +84.8% | -88.7% | -21.1% |
| 1Y | +2.8% | +95.7% | -92.9% | -16.9% |
| 3Y | +10.3% | +2.0% | +8.3% | -0.1% |
| 5Y | +9.2% | +48.0% | -38.8% | -17.4% |
| All | +87.8% | -38.4% | +126.2% | +22.6% |
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 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