+626.9%
CEG vs PTEN
+44.6%
+582.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | +8.8% | +18.6% | -9.7% | +4.8% |
| 3M | +17.0% | +12.5% | +4.5% | +13.0% |
| 6M | -8.7% | +41.9% | -50.6% | -17.8% |
| YTD | -16.4% | +117.8% | -134.2% | -32.9% |
| 1Y | -1.8% | +145.3% | -147.1% | -24.3% |
| 3Y | +175.8% | -2.8% | +178.6% | +154.6% |
| All | +626.9% | +44.6% | +582.3% | +629.7% |
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