+143.4%
PEG vs PTEN
-15.6%
+159.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.9% | +3.5% | -4.3% | -1.1% |
| 30D | -3.7% | +17.5% | -21.3% | -4.8% |
| 3M | -7.3% | +12.7% | -20.0% | -8.3% |
| 6M | -10.5% | +33.1% | -43.6% | -12.8% |
| YTD | -7.5% | +116.4% | -123.9% | -13.3% |
| 1Y | -8.7% | +141.2% | -149.9% | -15.4% |
| 3Y | +31.4% | -3.8% | +35.2% | +28.2% |
| 5Y | +37.8% | +92.7% | -54.9% | +25.5% |
| All | +143.4% | -15.6% | +159.0% | +88.5% |
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 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