+192.7%
VSH vs PTEN
-15.6%
+208.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +4.8% | +3.5% | +1.3% | +3.8% |
| 30D | -0.7% | +17.5% | -18.2% | -4.9% |
| 3M | -43.1% | +12.7% | -55.8% | -45.3% |
| 6M | +91.8% | +33.1% | +58.7% | +73.9% |
| YTD | +131.6% | +116.4% | +15.2% | +84.1% |
| 1Y | +118.1% | +141.2% | -23.1% | +67.7% |
| 3Y | +40.9% | -3.8% | +44.7% | +32.1% |
| 5Y | +75.8% | +92.7% | -16.9% | +27.4% |
| All | +192.7% | -15.6% | +208.4% | +91.9% |
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