+1,193.7%
EWY vs PTEN
+27.5%
+1,166.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.6% |
| 30D | +9.3% | +17.6% | -8.3% | +5.5% |
| 3M | +2.4% | +8.2% | -5.8% | -0.3% |
| 6M | +40.3% | +38.1% | +2.2% | +27.9% |
| YTD | +88.0% | +117.3% | -29.3% | +55.1% |
| 1Y | +143.8% | +146.1% | -2.3% | +94.6% |
| 3Y | +217.8% | -3.0% | +220.8% | +195.0% |
| 5Y | +142.7% | +93.5% | +49.3% | +77.9% |
| 10Y | +291.7% | -16.8% | +308.4% | +167.5% |
| All | +1,193.7% | +27.5% | +1,166.2% | +517.9% |
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