+270.3%
ALLE vs PTEN
-35.7%
+306.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -6.8% | +31.2% | -38.0% | -10.1% |
| 3M | +21.0% | +2.0% | +19.0% | +19.8% |
| 6M | +1.1% | +42.4% | -41.3% | -5.0% |
| YTD | -0.5% | +109.2% | -109.7% | -11.3% |
| 1Y | -7.3% | +122.3% | -129.6% | -18.4% |
| 3Y | +42.3% | -5.6% | +47.8% | +36.5% |
| 5Y | +13.5% | +86.5% | -73.0% | -4.8% |
| 10Y | +144.0% | -22.1% | +166.2% | +89.0% |
| All | +270.3% | -35.7% | +306.0% | +184.1% |
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