+1,681.4%
PEP vs PTEN
+1,656.8%
+24.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.1% |
| 7D | +2.9% | +10.6% | -7.7% | +2.3% |
| 30D | +12.5% | -4.9% | +17.4% | +12.6% |
| 3M | +4.5% | +1.4% | +3.1% | +4.2% |
| 6M | -0.5% | -7.0% | +6.5% | -0.6% |
| YTD | +4.4% | +84.8% | -80.4% | -0.2% |
| 1Y | +4.4% | +95.7% | -91.3% | -0.6% |
| 3Y | -3.4% | +2.0% | -5.4% | -5.8% |
| 5Y | +5.2% | +48.0% | -42.8% | -2.1% |
| 10Y | +92.1% | -38.3% | +130.5% | +74.3% |
| All | +1,681.4% | +1,656.8% | +24.7% | +1,175.9% |
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