+3.6%
ES vs PTEN
+22.3%
-18.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | +1.9% | -25.5% | +27.4% | +3.2% |
| 30D | +7.1% | -11.7% | +18.7% | +7.5% |
| 3M | -1.9% | -0.5% | -1.4% | -2.4% |
| 6M | +4.4% | -12.9% | +17.2% | +4.5% |
| YTD | +7.3% | +67.1% | -59.8% | +2.1% |
| 1Y | +2.1% | +70.5% | -68.4% | -3.0% |
| 3Y | +41.8% | -10.4% | +52.3% | +38.2% |
| All | +3.6% | +22.3% | -18.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling