+784.5%
ES vs PTEN
+1,488.6%
-704.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | +1.9% | -25.5% | +27.4% | +3.8% |
| 30D | +7.1% | -11.7% | +18.7% | +7.7% |
| 3M | -1.9% | -0.5% | -1.4% | -2.3% |
| 6M | +4.4% | -12.9% | +17.2% | +4.6% |
| YTD | +7.3% | +67.1% | -59.8% | +2.4% |
| 1Y | +2.1% | +70.5% | -68.4% | -2.8% |
| 3Y | +41.8% | -10.4% | +52.3% | +39.0% |
| 5Y | +1.4% | +23.7% | -22.2% | -5.0% |
| 10Y | +86.8% | -42.7% | +129.4% | +68.2% |
| All | +784.5% | +1,488.6% | -704.1% | +516.8% |
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