+224.6%
ESI vs PTEN
-31.6%
+256.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.2% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | -5.9% | +31.2% | -37.1% | -12.4% |
| 3M | -14.1% | +2.0% | -16.1% | -15.7% |
| 6M | +6.6% | +42.4% | -35.8% | -5.3% |
| YTD | +45.0% | +109.2% | -64.2% | +16.2% |
| 1Y | +41.5% | +122.3% | -80.8% | +11.0% |
| 3Y | +78.8% | -5.6% | +84.3% | +66.7% |
| 5Y | +70.9% | +86.5% | -15.6% | +22.2% |
| 10Y | +317.1% | -22.1% | +339.2% | +194.1% |
| All | +224.6% | -31.6% | +256.2% | +112.3% |
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