+2.7%
EL vs PTEN
-0.1%
+2.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.9% |
| 7D | +2.7% | +7.2% | -4.6% | +1.9% |
| 30D | +10.8% | -7.4% | +18.2% | +11.5% |
| 3M | +26.5% | -2.4% | +28.9% | +26.0% |
| 6M | +31.1% | -10.0% | +41.1% | +31.6% |
| YTD | +6.6% | +79.7% | -73.1% | -10.0% |
| 1Y | +21.8% | +86.5% | -64.7% | +1.7% |
| All | +2.7% | -0.1% | +2.7% | -1.2% |
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