+39.7%
EFX vs PTEN
-15.6%
+55.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -4.5% | +3.5% | -8.0% | -4.9% |
| 30D | -6.1% | +17.5% | -23.6% | -7.7% |
| 3M | +6.2% | +12.7% | -6.5% | +4.3% |
| 6M | -11.2% | +33.1% | -44.3% | -14.9% |
| YTD | -21.4% | +116.4% | -137.8% | -28.8% |
| 1Y | -34.3% | +141.2% | -175.5% | -41.5% |
| 3Y | -12.5% | -3.8% | -8.7% | -15.8% |
| 5Y | -35.6% | +92.7% | -128.3% | -43.8% |
| All | +39.7% | -15.6% | +55.3% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling