+228.3%
WAT vs PTEN
-38.4%
+266.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | +0.6% | +10.6% | -10.0% | -0.5% |
| 30D | +5.4% | -4.9% | +10.4% | +5.7% |
| 3M | +11.3% | +1.4% | +9.9% | +10.7% |
| 6M | +37.4% | -7.0% | +44.4% | +37.1% |
| YTD | +21.2% | +84.8% | -63.6% | +11.2% |
| 1Y | +21.3% | +95.7% | -74.3% | +10.5% |
| 3Y | +83.4% | +2.0% | +81.4% | +75.1% |
| 5Y | +29.0% | +48.0% | -19.0% | +15.9% |
| All | +228.3% | -38.4% | +266.8% | +175.6% |
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