+297.3%
ESI vs PTEN
-15.6%
+312.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | -10.5% | +17.5% | -28.0% | -13.8% |
| 3M | -19.8% | +12.7% | -32.5% | -22.7% |
| 6M | +5.8% | +33.1% | -27.3% | -3.0% |
| YTD | +38.3% | +116.4% | -78.1% | +13.0% |
| 1Y | +31.5% | +141.2% | -109.7% | +4.4% |
| 3Y | +80.7% | -3.8% | +84.5% | +69.1% |
| 5Y | +69.4% | +92.7% | -23.3% | +26.7% |
| All | +297.3% | -15.6% | +312.9% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling