+789.3%
ES vs PTEN
+1,889.0%
-1,099.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -2.0% | +31.2% | -33.2% | -3.9% |
| 3M | +1.7% | +2.0% | -0.4% | +1.1% |
| 6M | -3.5% | +42.4% | -45.9% | -6.5% |
| YTD | +7.9% | +109.2% | -101.3% | +1.7% |
| 1Y | +17.2% | +122.3% | -105.1% | +9.7% |
| 3Y | +29.3% | -5.6% | +34.9% | +26.5% |
| 5Y | -5.7% | +86.5% | -92.2% | -14.1% |
| 10Y | +85.2% | -22.1% | +107.3% | +63.4% |
| All | +789.3% | +1,889.0% | -1,099.6% | +512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling