+352.6%
EXEL vs PTEN
-15.6%
+368.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -4.9% | +3.5% | -8.4% | -5.2% |
| 30D | +11.4% | +17.5% | -6.1% | +9.4% |
| 3M | +4.9% | +12.7% | -7.8% | +3.0% |
| 6M | +34.4% | +33.1% | +1.3% | +28.6% |
| YTD | +28.0% | +116.4% | -88.4% | +15.3% |
| 1Y | +43.6% | +141.2% | -97.5% | +27.1% |
| 3Y | +155.2% | -3.8% | +159.0% | +146.0% |
| 5Y | +181.2% | +92.7% | +88.5% | +133.9% |
| All | +352.6% | -15.6% | +368.2% | +337.9% |
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 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