-3.9%
ELF vs PTEN
+79.8%
-83.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.4% | +11.3% | +0.7% |
| 7D | -1.5% | -15.5% | +13.9% | -3.4% |
| 30D | +9.5% | -7.8% | +17.3% | +8.9% |
| 3M | +29.4% | +6.4% | +23.0% | +31.2% |
| 6M | +83.7% | -11.9% | +95.6% | +86.3% |
| YTD | +49.4% | +79.4% | -29.9% | +23.1% |
| 1Y | -3.9% | +84.9% | -88.9% | -23.0% |
| All | -3.9% | +79.8% | -83.8% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling