+169.7%
EXE vs PTEN
+140.9%
+28.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.1% | +3.5% | -6.6% | -4.1% |
| 30D | -0.9% | +17.5% | -18.5% | -5.7% |
| 3M | +9.6% | +12.7% | -3.2% | +4.7% |
| 6M | -11.6% | +33.1% | -44.7% | -20.5% |
| YTD | -12.6% | +116.4% | -129.0% | -32.6% |
| 1Y | +1.2% | +141.2% | -140.0% | -25.2% |
| 3Y | +18.0% | -3.8% | +21.8% | +10.8% |
| 5Y | +101.1% | +92.7% | +8.4% | +49.1% |
| All | +169.7% | +140.9% | +28.8% | +99.6% |
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