-12.5%
PEP vs PTEN
-1.7%
-10.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +0.7% | +29.3% | -28.6% | +0.7% |
| 3M | -0.5% | +7.2% | -7.8% | -0.3% |
| 6M | -11.3% | +43.5% | -54.9% | -11.7% |
| YTD | -0.6% | +113.2% | -113.8% | -1.9% |
| 1Y | +1.7% | +135.1% | -133.4% | +0.1% |
| 3Y | -12.5% | -4.8% | -7.6% | -14.7% |
| All | -12.5% | -1.7% | -10.8% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling