-24.9%
ESI vs PTEN
-8.0%
-16.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | +5.5% | +10.6% | -5.1% | +5.2% |
| 30D | -7.8% | -4.9% | -2.8% | -7.8% |
| 3M | -15.0% | +1.4% | -16.5% | -14.5% |
| 6M | -24.9% | -7.0% | -17.9% | -27.5% |
| All | -24.9% | -8.0% | -16.9% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling