+3,453.8%
EFX vs PTEN
+1,927.4%
+1,526.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.3% |
| 7D | -7.8% | -1.0% | -6.8% | -7.8% |
| 30D | -5.7% | +29.3% | -35.0% | -8.6% |
| 3M | +2.5% | +7.2% | -4.7% | +1.0% |
| 6M | -16.7% | +43.5% | -60.2% | -21.1% |
| YTD | -20.2% | +113.2% | -133.4% | -27.9% |
| 1Y | -31.4% | +135.1% | -166.5% | -38.9% |
| 3Y | -10.5% | -4.8% | -5.7% | -13.6% |
| 5Y | -35.2% | +94.6% | -129.8% | -44.3% |
| 10Y | +40.2% | -24.2% | +64.4% | +17.2% |
| All | +3,453.8% | +1,927.4% | +1,526.4% | +2,056.3% |
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