+152.1%
ECL vs PTEN
-15.3%
+167.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | +2.8% | -5.4% | -2.9% |
| 30D | -4.6% | +17.6% | -22.1% | -6.1% |
| 3M | +6.0% | +8.2% | -2.2% | +4.7% |
| 6M | -3.0% | +38.1% | -41.1% | -7.2% |
| YTD | +4.0% | +117.3% | -113.3% | -5.5% |
| 1Y | +2.0% | +146.1% | -144.1% | -9.0% |
| 3Y | +53.9% | -3.0% | +57.0% | +48.5% |
| 5Y | +27.1% | +93.5% | -66.3% | +7.5% |
| All | +152.1% | -15.3% | +167.4% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling