+24.0%
EIX vs PTEN
+94.7%
-70.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | +4.1% | -1.7% | +5.7% | +4.2% |
| 30D | -15.3% | +18.6% | -33.9% | -16.8% |
| 3M | -18.4% | +12.5% | -30.9% | -19.7% |
| 6M | -16.8% | +41.9% | -58.7% | -20.6% |
| YTD | -0.6% | +117.8% | -118.3% | -9.7% |
| 1Y | +10.7% | +145.3% | -134.7% | -1.3% |
| 3Y | -4.5% | -2.8% | -1.7% | -8.1% |
| 5Y | +24.0% | +93.4% | -69.4% | +14.7% |
| All | +24.0% | +94.7% | -70.6% | +14.7% |
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 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