-69.0%
EL vs PTEN
+89.3%
-158.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +13.4% | +8.2% | +5.2% | +11.6% |
| 6M | +3.1% | +38.1% | -35.0% | -3.5% |
| YTD | -6.9% | +117.3% | -124.2% | -20.0% |
| 1Y | +11.9% | +146.1% | -134.2% | -6.6% |
| 3Y | -33.8% | -3.0% | -30.8% | -38.1% |
| 5Y | -69.0% | +93.5% | -162.4% | -74.1% |
| All | -69.0% | +89.3% | -158.3% | -74.1% |
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