+645.0%
PENG vs PTEN
-40.0%
+684.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.2% |
| 7D | +34.6% | +7.2% | +27.4% | +32.5% |
| 30D | -35.9% | -7.4% | -28.6% | -34.6% |
| 3M | -14.7% | -2.4% | -12.3% | -14.4% |
| 6M | +13.5% | -10.0% | +23.5% | +15.4% |
| YTD | +156.1% | +79.7% | +76.4% | +119.7% |
| 1Y | +141.3% | +86.5% | +54.8% | +105.3% |
| 3Y | +223.4% | -1.4% | +224.8% | +203.7% |
| 5Y | +67.4% | +43.9% | +23.5% | +34.9% |
| All | +645.0% | -40.0% | +684.9% | +441.7% |
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