-18.0%
ELF vs PTEN
+135.2%
-153.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.0% |
| 7D | +5.4% | +0.7% | +4.6% | +5.4% |
| 30D | +27.0% | +31.2% | -4.2% | +30.1% |
| 3M | +113.2% | +2.0% | +111.2% | +117.5% |
| 6M | +36.6% | +42.4% | -5.8% | +34.1% |
| YTD | +44.2% | +109.2% | -65.0% | +30.5% |
| 1Y | -18.0% | +122.3% | -140.3% | -27.3% |
| All | -18.0% | +135.2% | -153.2% | -27.3% |
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