+89.2%
ES vs PTEN
-44.3%
+133.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +0.9% | -14.5% | +15.3% | +1.3% |
| 30D | +5.9% | -11.1% | +17.1% | +6.2% |
| 3M | -1.0% | -7.8% | +6.8% | -1.0% |
| 6M | +7.2% | -10.5% | +17.7% | +7.2% |
| YTD | +7.0% | +69.3% | -62.3% | +4.0% |
| 1Y | +0.5% | +70.5% | -70.1% | -2.4% |
| 3Y | +48.7% | -7.1% | +55.8% | +46.4% |
| 5Y | +1.9% | +29.1% | -27.2% | -0.9% |
| 10Y | +89.2% | -44.5% | +133.7% | +68.0% |
| All | +89.2% | -44.3% | +133.5% | +68.0% |
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 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