+36.2%
EMB vs PTEN
-38.4%
+74.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.3% |
| 7D | -0.9% | +10.6% | -11.5% | -1.3% |
| 30D | +0.4% | -4.9% | +5.3% | +0.5% |
| 3M | -3.1% | +1.4% | -4.6% | -3.4% |
| 6M | -2.1% | -7.0% | +5.0% | -2.1% |
| YTD | -1.1% | +84.8% | -85.9% | -4.5% |
| 1Y | -0.1% | +95.7% | -95.7% | -3.8% |
| 3Y | +29.6% | +2.0% | +27.6% | +27.1% |
| 5Y | +7.2% | +48.0% | -40.8% | +1.4% |
| All | +36.2% | -38.4% | +74.6% | +19.6% |
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