+50.4%
ALLE vs PTEN
+22.3%
+28.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.6% | -25.5% | +25.0% | +1.9% |
| 30D | +25.3% | -11.7% | +37.0% | +26.3% |
| 3M | +10.3% | -0.5% | +10.8% | +9.5% |
| 6M | +38.0% | -12.9% | +50.9% | +38.3% |
| YTD | +17.8% | +67.1% | -49.3% | +7.5% |
| 1Y | +13.6% | +70.5% | -56.9% | +3.3% |
| 3Y | +89.2% | -10.4% | +99.7% | +81.8% |
| All | +50.4% | +22.3% | +28.0% | +39.6% |
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 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