+387.6%
EFA vs PTEN
+143.0%
+244.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -1.3% | +18.6% | -19.9% | -4.6% |
| 3M | +5.2% | +12.5% | -7.3% | +1.9% |
| 6M | +9.4% | +41.9% | -32.5% | +0.2% |
| YTD | +12.7% | +117.8% | -105.1% | -5.2% |
| 1Y | +19.3% | +145.3% | -126.0% | -2.6% |
| 3Y | +66.3% | -2.8% | +69.1% | +55.6% |
| 5Y | +53.4% | +93.4% | -40.1% | +15.8% |
| 10Y | +144.4% | -16.6% | +161.0% | +73.3% |
| All | +387.6% | +143.0% | +244.5% | +114.7% |
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