+24.9%
ESI vs PTEN
+79.8%
-54.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.7% | -4.4% |
| 7D | -6.6% | -15.5% | +8.9% | -6.3% |
| 30D | -10.9% | -7.8% | -3.1% | -10.7% |
| 3M | -13.8% | +6.4% | -20.2% | -13.6% |
| 6M | -21.5% | -11.9% | -9.7% | -21.3% |
| YTD | +34.7% | +79.4% | -44.7% | +12.0% |
| 1Y | +24.9% | +84.9% | -60.0% | +2.5% |
| All | +24.9% | +79.8% | -54.9% | +2.5% |
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 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