+1,710.0%
EL vs PTEN
+1,064.6%
+645.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.8% |
| 7D | +1.5% | +10.6% | -9.0% | +0.4% |
| 30D | +10.0% | -4.9% | +14.9% | +10.3% |
| 3M | +28.4% | +1.4% | +27.0% | +27.5% |
| 6M | +37.1% | -7.0% | +44.1% | +36.4% |
| YTD | +7.8% | +84.8% | -76.9% | -1.7% |
| 1Y | +26.0% | +95.7% | -69.6% | +14.1% |
| 3Y | +3.8% | +2.0% | +1.9% | -0.8% |
| 5Y | -65.2% | +48.0% | -113.2% | -69.0% |
| 10Y | +62.1% | -38.3% | +100.5% | +39.3% |
| All | +1,710.0% | +1,064.6% | +645.4% | +1,277.8% |
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 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