+1,934.5%
PEG vs PTEN
+1,927.4%
+7.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +1.0% | -1.0% | +2.1% | +1.1% |
| 30D | -1.9% | +29.3% | -31.2% | -4.4% |
| 3M | -3.7% | +7.2% | -10.9% | -4.7% |
| 6M | -9.4% | +43.5% | -53.0% | -13.3% |
| YTD | -6.0% | +113.2% | -119.2% | -13.5% |
| 1Y | -4.4% | +135.1% | -139.4% | -13.2% |
| 3Y | +33.5% | -4.8% | +38.4% | +29.5% |
| 5Y | +35.7% | +94.6% | -58.9% | +18.8% |
| 10Y | +140.4% | -24.2% | +164.6% | +103.8% |
| All | +1,934.5% | +1,927.4% | +7.1% | +1,285.1% |
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