+1,238.2%
VST vs PTEN
-29.3%
+1,267.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | +9.9% | -1.0% | +10.9% | +10.0% |
| 30D | +7.9% | +29.3% | -21.4% | +2.9% |
| 3M | +3.4% | +7.2% | -3.8% | +1.4% |
| 6M | -4.1% | +43.5% | -47.6% | -11.6% |
| YTD | -5.7% | +113.2% | -118.9% | -19.7% |
| 1Y | -18.9% | +135.1% | -153.9% | -32.5% |
| 3Y | +359.1% | -4.8% | +363.9% | +336.0% |
| 5Y | +766.9% | +94.6% | +672.3% | +607.5% |
| All | +1,238.2% | -29.3% | +1,267.5% | +919.0% |
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