+57.6%
ECL vs PTEN
-1.7%
+59.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.4% |
| 7D | -0.8% | -1.0% | +0.3% | -0.8% |
| 30D | -2.5% | +29.3% | -31.8% | -2.3% |
| 3M | +8.3% | +7.2% | +1.1% | +8.7% |
| 6M | -1.1% | +43.5% | -44.6% | -1.9% |
| YTD | +6.5% | +113.2% | -106.7% | +3.5% |
| 1Y | +2.1% | +135.1% | -133.0% | -1.5% |
| 3Y | +57.6% | -4.8% | +62.4% | +52.4% |
| All | +57.6% | -1.7% | +59.3% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling