+2,465.8%
EMR vs PTEN
+1,889.0%
+576.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.9% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -5.6% | +31.2% | -36.8% | -10.5% |
| 3M | +7.9% | +2.0% | +5.9% | +6.3% |
| 6M | +6.0% | +42.4% | -36.4% | -3.0% |
| YTD | +16.4% | +109.2% | -92.7% | -1.0% |
| 1Y | +16.6% | +122.3% | -105.7% | -2.6% |
| 3Y | +62.9% | -5.6% | +68.4% | +54.9% |
| 5Y | +60.1% | +86.5% | -26.4% | +27.4% |
| 10Y | +268.8% | -22.1% | +290.9% | +188.1% |
| All | +2,465.8% | +1,889.0% | +576.8% | +1,543.0% |
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