+3.2%
PEP vs PTEN
+94.7%
-91.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | -1.7% | -1.7% | 0.0% | -1.7% |
| 30D | +0.3% | +18.6% | -18.3% | 0.0% |
| 3M | -3.2% | +12.5% | -15.7% | -3.4% |
| 6M | -13.6% | +41.9% | -55.4% | -14.4% |
| YTD | -1.9% | +117.8% | -119.6% | -4.0% |
| 1Y | -0.6% | +145.3% | -145.9% | -3.2% |
| 3Y | -13.6% | -2.8% | -10.8% | -14.3% |
| 5Y | +3.2% | +93.4% | -90.2% | +1.7% |
| All | +3.2% | +94.7% | -91.4% | +1.7% |
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 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