+66.4%
AEP vs PTEN
+89.3%
-22.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -1.0% |
| 7D | -1.0% | +2.8% | -3.8% | -1.1% |
| 30D | -0.1% | +17.6% | -17.7% | -0.6% |
| 3M | -3.2% | +8.2% | -11.4% | -3.6% |
| 6M | -5.3% | +38.1% | -43.4% | -6.6% |
| YTD | +9.5% | +117.3% | -107.7% | +6.1% |
| 1Y | +17.5% | +146.1% | -128.6% | +13.1% |
| 3Y | +77.0% | -3.0% | +80.0% | +76.8% |
| 5Y | +66.4% | +93.5% | -27.1% | +66.2% |
| All | +66.4% | +89.3% | -22.9% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling