-0.3%
PEP vs PTEN
+145.3%
-145.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.1% |
| 7D | -1.7% | -1.7% | 0.0% | -1.8% |
| 30D | +0.3% | +18.6% | -18.3% | +1.4% |
| 3M | -3.2% | +12.5% | -15.7% | -1.9% |
| 6M | -13.6% | +41.9% | -55.4% | -12.2% |
| YTD | -1.9% | +117.8% | -119.6% | +1.1% |
| All | -0.3% | +145.3% | -145.6% | +4.0% |
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