+522.0%
PENG vs PTEN
-44.2%
+566.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | -19.4% | -25.5% | +6.1% | -13.6% |
| 30D | -42.4% | -11.7% | -30.7% | -40.6% |
| 3M | -25.6% | -0.5% | -25.1% | -25.9% |
| 6M | +7.3% | -12.9% | +20.2% | +9.8% |
| YTD | +113.9% | +67.1% | +46.8% | +86.5% |
| 1Y | +93.6% | +70.5% | +23.0% | +67.7% |
| 3Y | +170.2% | -10.4% | +180.7% | +159.0% |
| 5Y | +44.2% | +23.7% | +20.5% | +20.1% |
| All | +522.0% | -44.2% | +566.2% | +359.6% |
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