-7.4%
PEG vs PTEN
+79.8%
-87.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +9.9% | +0.2% |
| 7D | +1.0% | -15.5% | +16.5% | +0.4% |
| 30D | +6.6% | -7.8% | +14.4% | +6.4% |
| 3M | -3.1% | +6.4% | -9.5% | -2.7% |
| 6M | -7.4% | -11.9% | +4.5% | -7.9% |
| YTD | -6.4% | +79.4% | -85.8% | -7.4% |
| 1Y | -7.4% | +84.9% | -92.4% | -8.5% |
| All | -7.4% | +79.8% | -87.3% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling