+793.4%
ES vs PTEN
+1,568.7%
-775.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +6.7% | -8.0% | +14.7% | +7.1% |
| 3M | +0.3% | -5.0% | +5.4% | +0.3% |
| 6M | +7.4% | -10.6% | +18.0% | +7.5% |
| YTD | +8.4% | +75.5% | -67.1% | +3.1% |
| 1Y | +0.6% | +70.2% | -69.5% | -4.1% |
| 3Y | +50.6% | -3.7% | +54.3% | +46.9% |
| 5Y | +4.8% | +34.9% | -30.1% | -2.4% |
| 10Y | +93.1% | -41.4% | +134.5% | +73.8% |
| All | +793.4% | +1,568.7% | -775.3% | +521.0% |
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 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