-30.4%
ELAN vs PTEN
+87.9%
-118.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | -5.4% | +3.5% | -8.9% | -5.9% |
| 30D | +4.7% | +17.5% | -12.8% | +2.2% |
| 3M | -3.7% | +12.7% | -16.4% | -5.9% |
| 6M | -1.2% | +33.1% | -34.3% | -7.4% |
| YTD | +2.4% | +116.4% | -114.1% | -12.5% |
| 1Y | +23.4% | +141.2% | -117.8% | +2.7% |
| 3Y | +96.7% | -3.8% | +100.5% | +84.2% |
| All | -30.4% | +87.9% | -118.3% | -40.6% |
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