+97.3%
ES vs PTEN
-38.4%
+135.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | +2.7% | +10.6% | -7.9% | +2.4% |
| 30D | +7.6% | -4.9% | +12.5% | +7.7% |
| 3M | +0.5% | +1.4% | -1.0% | +0.2% |
| 6M | +7.6% | -7.0% | +14.6% | +7.5% |
| YTD | +10.2% | +84.8% | -74.6% | +6.8% |
| 1Y | +1.8% | +95.7% | -93.8% | -1.5% |
| 3Y | +55.4% | +2.0% | +53.4% | +52.5% |
| 5Y | +7.3% | +48.0% | -40.6% | +3.9% |
| All | +97.3% | -38.4% | +135.8% | +73.3% |
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