+7,838.6%
ECL vs PTEN
+1,656.8%
+6,181.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.3% |
| 7D | +2.9% | +10.6% | -7.7% | +1.7% |
| 30D | +7.5% | -4.9% | +12.4% | +7.7% |
| 3M | +12.2% | +1.4% | +10.8% | +11.5% |
| 6M | +24.6% | -7.0% | +31.6% | +24.1% |
| YTD | +18.8% | +84.8% | -66.0% | +8.6% |
| 1Y | +19.3% | +95.7% | -76.3% | +8.3% |
| 3Y | +78.2% | +2.0% | +76.2% | +69.2% |
| 5Y | +38.8% | +48.0% | -9.2% | +21.1% |
| 10Y | +197.8% | -38.3% | +236.2% | +149.9% |
| All | +7,838.6% | +1,656.8% | +6,181.9% | +5,140.7% |
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