+826.7%
AEE vs PTEN
+89.3%
+737.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | -1.2% | +29.3% | -30.5% | -3.4% |
| 3M | +1.0% | +7.2% | -6.2% | +0.1% |
| 6M | -2.3% | +43.5% | -45.8% | -5.9% |
| YTD | +9.1% | +113.2% | -104.1% | +1.6% |
| 1Y | +10.6% | +135.1% | -124.5% | +1.8% |
| 3Y | +48.5% | -4.8% | +53.3% | +44.6% |
| 5Y | +39.9% | +94.6% | -54.7% | +24.3% |
| 10Y | +185.7% | -24.2% | +209.9% | +146.4% |
| All | +826.7% | +89.3% | +737.4% | +509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling