-35.9%
EFX vs PTEN
+89.3%
-125.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -11.1% | +2.8% | -13.9% | -11.4% |
| 30D | -7.4% | +17.6% | -24.9% | -9.1% |
| 3M | +1.5% | +8.2% | -6.7% | +0.2% |
| 6M | -13.7% | +38.1% | -51.8% | -18.1% |
| YTD | -21.9% | +117.3% | -139.1% | -30.7% |
| 1Y | -30.8% | +146.1% | -176.9% | -40.0% |
| 3Y | -12.4% | -3.0% | -9.3% | -16.9% |
| 5Y | -35.9% | +93.5% | -129.4% | -45.0% |
| All | -35.9% | +89.3% | -125.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling