+124.0%
EW vs PTEN
-15.3%
+139.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | +2.8% | -6.1% | -3.5% |
| 30D | -7.4% | +17.6% | -24.9% | -8.4% |
| 3M | +0.9% | +8.2% | -7.3% | +0.1% |
| 6M | +1.2% | +38.1% | -37.0% | -1.8% |
| YTD | +1.8% | +117.3% | -115.5% | -4.6% |
| 1Y | +10.8% | +146.1% | -135.2% | +2.6% |
| 3Y | +17.1% | -3.0% | +20.2% | +14.4% |
| 5Y | -28.2% | +93.5% | -121.7% | -36.4% |
| All | +124.0% | -15.3% | +139.3% | +81.7% |
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