+856.1%
EEM vs PTEN
+11.9%
+844.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +3.1% | -1.0% | +4.1% | +3.3% |
| 30D | +4.9% | +29.3% | -24.4% | -1.7% |
| 3M | +5.2% | +7.2% | -2.0% | +2.2% |
| 6M | +20.7% | +43.5% | -22.8% | +7.8% |
| YTD | +26.5% | +113.2% | -86.8% | +2.2% |
| 1Y | +37.8% | +135.1% | -97.2% | +7.8% |
| 3Y | +91.0% | -4.8% | +95.8% | +76.0% |
| 5Y | +47.0% | +94.6% | -47.6% | +1.1% |
| 10Y | +125.6% | -24.2% | +149.8% | +47.3% |
| All | +856.1% | +11.9% | +844.2% | +284.3% |
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