+38.9%
ECL vs PTEN
+49.0%
-10.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.5% |
| 7D | +2.9% | +10.6% | -7.7% | +2.6% |
| 30D | +7.5% | -4.9% | +12.4% | +7.5% |
| 3M | +12.2% | +1.4% | +10.8% | +11.9% |
| 6M | +24.6% | -7.0% | +31.6% | +24.5% |
| YTD | +18.8% | +84.8% | -66.0% | +13.3% |
| 1Y | +19.3% | +95.7% | -76.3% | +13.3% |
| 3Y | +78.2% | +2.0% | +76.2% | +73.7% |
| All | +38.9% | +49.0% | -10.1% | +32.2% |
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