+15.3%
ES vs PTEN
+135.1%
-119.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.4% |
| 7D | 0.0% | -1.7% | +1.7% | -0.1% |
| 30D | -1.0% | +18.6% | -19.6% | -0.3% |
| 3M | +1.5% | +12.5% | -11.0% | +2.3% |
| 6M | -3.5% | +41.9% | -45.3% | -2.8% |
| YTD | +7.0% | +117.8% | -110.8% | +5.2% |
| 1Y | +15.3% | +145.3% | -130.0% | +15.1% |
| All | +15.3% | +135.1% | -119.7% | +15.1% |
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