+114.6%
ELF vs PTEN
-9.3%
+123.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.6% |
| 7D | +4.3% | -2.2% | +6.4% | +3.9% |
| 30D | +7.7% | -8.0% | +15.8% | +7.1% |
| 3M | +24.7% | -5.0% | +29.7% | +25.6% |
| 6M | +114.6% | -10.6% | +125.3% | +115.9% |
| All | +114.6% | -9.3% | +123.9% | +115.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling