+224.6%
VT vs PTEN
-41.7%
+266.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | +0.7% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -1.7% | -8.0% | +6.3% | -1.0% |
| 3M | -2.3% | -5.0% | +2.7% | -2.2% |
| 6M | +1.5% | -10.6% | +12.2% | +1.8% |
| YTD | +12.0% | +75.5% | -63.5% | +2.1% |
| 1Y | +12.9% | +70.2% | -57.3% | +3.1% |
| 3Y | +74.9% | -3.7% | +78.6% | +67.2% |
| 5Y | +59.9% | +34.9% | +25.0% | +40.9% |
| 10Y | +224.6% | -41.4% | +266.1% | +166.2% |
| All | +224.6% | -41.7% | +266.3% | +166.2% |
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