+293.6%
ELF vs PTEN
-21.5%
+315.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.2% |
| 7D | -1.2% | -1.0% | -0.1% | -1.1% |
| 30D | +5.9% | +29.3% | -23.4% | +1.6% |
| 3M | +99.5% | +7.2% | +92.3% | +95.5% |
| 6M | +26.5% | +43.5% | -17.0% | +17.0% |
| YTD | +37.2% | +113.2% | -76.1% | +18.3% |
| 1Y | -24.4% | +135.1% | -159.5% | -36.2% |
| 3Y | -23.3% | -4.8% | -18.5% | -27.3% |
| 5Y | +245.2% | +94.6% | +150.6% | +169.7% |
| All | +293.6% | -21.5% | +315.2% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling