+7,049.8%
ECL vs PTEN
+1,889.0%
+5,160.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | -2.2% | +31.2% | -33.4% | -5.2% |
| 3M | +10.1% | +2.0% | +8.1% | +9.1% |
| 6M | -5.7% | +42.4% | -48.1% | -10.6% |
| YTD | +7.0% | +109.2% | -102.2% | -3.1% |
| 1Y | +2.7% | +122.3% | -119.6% | -8.0% |
| 3Y | +57.7% | -5.6% | +63.3% | +51.5% |
| 5Y | +31.1% | +86.5% | -55.4% | +11.5% |
| 10Y | +150.9% | -22.1% | +173.0% | +105.5% |
| All | +7,049.8% | +1,889.0% | +5,160.9% | +4,576.0% |
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