+1,663.1%
PEP vs PTEN
+1,568.7%
+94.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | +1.1% | -2.2% | +3.2% | +1.2% |
| 30D | +13.6% | -8.0% | +21.7% | +14.0% |
| 3M | +5.1% | -5.0% | +10.1% | +5.1% |
| 6M | -1.6% | -10.6% | +9.0% | -1.5% |
| YTD | +3.3% | +75.5% | -72.2% | -0.9% |
| 1Y | +3.2% | +70.2% | -66.9% | -0.9% |
| 3Y | -3.9% | -3.7% | -0.2% | -6.0% |
| 5Y | +4.0% | +34.9% | -30.9% | -2.6% |
| 10Y | +90.1% | -41.4% | +131.6% | +73.0% |
| All | +1,663.1% | +1,568.7% | +94.4% | +1,166.4% |
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