+669.7%
PENG vs PTEN
-30.1%
+699.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.1% |
| 3M | -27.3% | +2.0% | -29.3% | -28.1% |
| 6M | +169.6% | +42.4% | +127.2% | +144.4% |
| YTD | +164.6% | +109.2% | +55.4% | +119.4% |
| 1Y | +109.5% | +122.3% | -12.8% | +70.4% |
| 3Y | +98.9% | -5.6% | +104.5% | +86.3% |
| 5Y | +116.3% | +86.5% | +29.8% | +63.7% |
| All | +669.7% | -30.1% | +699.8% | +440.8% |
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