+347.2%
ELF vs PTEN
-37.7%
+384.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +6.3% | -14.5% | +20.8% | +8.6% |
| 30D | +8.5% | -11.1% | +19.6% | +10.0% |
| 3M | +24.4% | -7.8% | +32.3% | +25.0% |
| 6M | +94.7% | -10.5% | +105.2% | +94.4% |
| YTD | +55.9% | +69.3% | -13.4% | +38.3% |
| 1Y | +48.4% | +70.5% | -22.1% | +31.4% |
| 3Y | +24.6% | -7.1% | +31.7% | +18.1% |
| 5Y | +285.0% | +29.1% | +255.9% | +221.4% |
| 10Y | +357.2% | -44.5% | +401.7% | +229.3% |
| All | +347.2% | -37.7% | +384.9% | +195.2% |
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