+1,585.8%
PEP vs PTEN
+1,889.0%
-303.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +0.2% | +31.2% | -31.0% | -1.4% |
| 3M | -1.1% | +2.0% | -3.1% | -1.5% |
| 6M | -13.5% | +42.4% | -55.9% | -15.7% |
| YTD | -1.2% | +109.2% | -110.4% | -6.0% |
| 1Y | -1.6% | +122.3% | -123.9% | -6.9% |
| 3Y | -12.5% | -5.6% | -7.0% | -14.2% |
| 5Y | +3.0% | +86.5% | -83.5% | -5.4% |
| 10Y | +73.9% | -22.1% | +96.0% | +55.6% |
| All | +1,585.8% | +1,889.0% | -303.2% | +1,101.3% |
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