+63.6%
EMR vs PTEN
+89.3%
-25.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.2% | +2.8% | -4.0% | -1.7% |
| 30D | -9.4% | +17.6% | -27.0% | -12.2% |
| 3M | +8.6% | +8.2% | +0.4% | +6.1% |
| 6M | +6.7% | +38.1% | -31.4% | -2.5% |
| YTD | +13.1% | +117.3% | -104.2% | -7.0% |
| 1Y | +12.7% | +146.1% | -133.4% | -10.5% |
| 3Y | +58.1% | -3.0% | +61.1% | +46.0% |
| 5Y | +63.6% | +93.5% | -29.8% | +31.5% |
| All | +63.6% | +89.3% | -25.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling