+107.8%
PENG vs PTEN
+90.4%
+17.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.5% | +6.7% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | -7.1% | +31.2% | -38.3% | -13.3% |
| 3M | -27.3% | +2.0% | -29.3% | -28.1% |
| 6M | +169.6% | +42.4% | +127.2% | +143.1% |
| YTD | +164.6% | +109.2% | +55.4% | +116.8% |
| 1Y | +109.5% | +122.3% | -12.8% | +68.2% |
| 3Y | +98.9% | -5.6% | +104.5% | +81.8% |
| All | +107.8% | +90.4% | +17.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling