+303.5%
EWY vs PTEN
-15.6%
+319.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -0.1% | +3.5% | -3.5% | -0.5% |
| 30D | +7.3% | +17.5% | -10.2% | +5.0% |
| 3M | -5.1% | +12.7% | -17.9% | -7.1% |
| 6M | +42.1% | +33.1% | +9.0% | +34.9% |
| YTD | +94.1% | +116.4% | -22.3% | +72.2% |
| 1Y | +147.8% | +141.2% | +6.7% | +115.8% |
| 3Y | +222.9% | -3.8% | +226.7% | +208.9% |
| 5Y | +150.6% | +92.7% | +57.9% | +109.0% |
| All | +303.5% | -15.6% | +319.1% | +206.1% |
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