+291.0%
EXEL vs PTEN
+55.8%
+235.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +6.7% | +29.3% | -22.6% | +0.6% |
| 3M | +11.5% | +7.2% | +4.2% | +8.3% |
| 6M | +38.8% | +43.5% | -4.7% | +25.1% |
| YTD | +31.6% | +113.2% | -81.7% | +8.1% |
| 1Y | +53.0% | +135.1% | -82.1% | +21.9% |
| 3Y | +160.8% | -4.8% | +165.7% | +140.5% |
| 5Y | +190.1% | +94.6% | +95.5% | +103.9% |
| 10Y | +367.0% | -24.2% | +391.2% | +217.4% |
| All | +291.0% | +55.8% | +235.2% | +108.4% |
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