-0.1%
ES vs PTEN
+79.8%
-80.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.4% | +11.4% | +1.5% |
| 7D | +5.3% | -15.5% | +20.8% | +4.3% |
| 30D | +8.9% | -7.8% | +16.7% | +8.4% |
| 3M | -1.9% | +6.4% | -8.3% | -1.8% |
| 6M | +3.9% | -11.9% | +15.7% | +3.7% |
| YTD | +8.3% | +79.4% | -71.1% | +0.2% |
| 1Y | -0.1% | +84.9% | -85.1% | -8.8% |
| All | -0.1% | +79.8% | -80.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling