+22.7%
USB vs PTEN
+25.6%
-3.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -0.9% |
| 7D | -1.5% | -21.6% | +20.1% | +2.6% |
| 30D | +4.3% | -12.8% | +17.1% | +6.3% |
| 3M | -6.1% | +5.1% | -11.2% | -8.1% |
| 6M | +9.4% | -18.5% | +27.9% | +11.6% |
| YTD | +15.2% | +67.6% | -52.4% | -1.1% |
| 1Y | +32.8% | +71.1% | -38.3% | +13.2% |
| 3Y | +91.3% | -12.6% | +103.9% | +80.5% |
| 5Y | +22.7% | +24.0% | -1.4% | +2.5% |
| All | +22.7% | +25.6% | -3.0% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling