+152.2%
EWJ vs PTEN
+1,097.7%
-945.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | +1.0% | +18.6% | -17.6% | -1.2% |
| 3M | +7.2% | +12.5% | -5.2% | +5.1% |
| 6M | +13.9% | +41.9% | -28.0% | +7.7% |
| YTD | +20.8% | +117.8% | -97.0% | +8.1% |
| 1Y | +26.4% | +145.3% | -118.9% | +11.1% |
| 3Y | +71.8% | -2.8% | +74.6% | +64.9% |
| 5Y | +49.9% | +93.4% | -43.5% | +26.7% |
| 10Y | +140.0% | -16.6% | +156.5% | +95.4% |
| All | +152.2% | +1,097.7% | -945.5% | +55.2% |
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