+311.7%
EXEL vs PTEN
-38.4%
+350.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | -0.8% | +10.6% | -11.4% | -1.9% |
| 30D | +13.1% | -4.9% | +18.1% | +13.5% |
| 3M | +36.3% | +1.4% | +34.9% | +35.5% |
| 6M | +34.5% | -7.0% | +41.6% | +34.2% |
| YTD | +57.4% | +84.8% | -27.3% | +43.4% |
| 1Y | +62.9% | +95.7% | -32.8% | +47.2% |
| 3Y | +229.5% | +2.0% | +227.5% | +213.7% |
| 5Y | +281.2% | +48.0% | +233.2% | +226.5% |
| All | +311.7% | -38.4% | +350.1% | +254.7% |
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