+7,713.9%
ECL vs PTEN
+1,608.7%
+6,105.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -0.5% | +7.2% | -7.7% | -1.2% |
| 30D | +6.6% | -7.4% | +13.9% | +7.1% |
| 3M | +9.6% | -2.4% | +12.0% | +9.3% |
| 6M | +21.6% | -10.0% | +31.6% | +21.5% |
| YTD | +16.9% | +79.7% | -62.8% | +7.2% |
| 1Y | +17.9% | +86.5% | -68.6% | +7.6% |
| 3Y | +76.5% | -1.4% | +77.9% | +68.2% |
| 5Y | +36.6% | +43.9% | -7.3% | +19.5% |
| 10Y | +193.2% | -40.0% | +233.2% | +146.7% |
| All | +7,713.9% | +1,608.7% | +6,105.2% | +5,073.7% |
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 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