-35.6%
ELAN vs PTEN
-13.1%
-22.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -3.7% | +12.7% | -16.4% | -6.2% |
| 6M | -1.2% | +33.1% | -34.3% | -7.6% |
| YTD | +2.4% | +116.4% | -114.1% | -12.1% |
| 1Y | +23.4% | +141.2% | -117.8% | +3.3% |
| 3Y | +96.7% | -3.8% | +100.5% | +85.8% |
| 5Y | -30.6% | +92.7% | -123.3% | -44.2% |
| All | -35.6% | -13.1% | -22.5% | -57.2% |
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 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