+108.8%
PENG vs PTEN
+135.1%
-26.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | +7.3% | -1.7% | +9.0% | +7.6% |
| 30D | -7.5% | +18.6% | -26.1% | -10.8% |
| 3M | -17.2% | +12.5% | -29.7% | -20.5% |
| 6M | +176.7% | +41.9% | +134.9% | +146.3% |
| YTD | +161.0% | +117.8% | +43.3% | +97.5% |
| 1Y | +108.8% | +145.3% | -36.5% | +49.2% |
| All | +108.8% | +135.1% | -26.2% | +49.2% |
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