-33.5%
EL vs PTEN
-3.4%
-30.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -4.4% | +2.8% | -7.1% | -4.7% |
| 30D | +10.3% | +17.6% | -7.3% | +8.0% |
| 3M | +13.4% | +8.2% | +5.2% | +12.1% |
| 6M | +3.1% | +38.1% | -35.0% | -3.9% |
| YTD | -6.9% | +117.3% | -124.2% | -22.2% |
| 1Y | +11.9% | +146.1% | -134.2% | -10.0% |
| All | -33.5% | -3.4% | -30.2% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling