+313.8%
ELF vs PTEN
-23.0%
+336.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +5.4% | +0.7% | +4.6% | +5.2% |
| 30D | +27.0% | +31.2% | -4.2% | +21.5% |
| 3M | +113.2% | +2.0% | +111.2% | +110.6% |
| 6M | +36.6% | +42.4% | -5.8% | +26.4% |
| YTD | +44.2% | +109.2% | -65.0% | +24.7% |
| 1Y | -18.0% | +122.3% | -140.3% | -30.1% |
| 3Y | -19.9% | -5.6% | -14.4% | -24.0% |
| 5Y | +257.7% | +86.5% | +171.2% | +181.6% |
| All | +313.8% | -23.0% | +336.9% | +166.2% |
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