+255.9%
EFV vs PTEN
-43.5%
+299.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | +0.2% | +29.3% | -29.1% | -5.4% |
| 3M | +9.6% | +7.2% | +2.4% | +6.8% |
| 6M | +14.0% | +43.5% | -29.5% | +3.2% |
| YTD | +18.5% | +113.2% | -94.8% | -1.9% |
| 1Y | +27.9% | +135.1% | -107.2% | +2.9% |
| 3Y | +92.4% | -4.8% | +97.3% | +79.4% |
| 5Y | +97.2% | +94.6% | +2.6% | +43.4% |
| 10Y | +163.0% | -24.2% | +187.2% | +84.5% |
| All | +255.9% | -43.5% | +299.4% | +76.6% |
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