+93.4%
PTEN vs ESTC
-46.4%
+139.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.5% |
| 7D | -1.7% | -3.3% | +1.7% | -1.3% |
| 30D | +18.6% | +13.4% | +5.1% | +15.0% |
| 3M | +12.5% | +41.3% | -28.9% | +4.3% |
| 6M | +41.9% | +62.6% | -20.7% | +27.2% |
| YTD | +117.8% | +14.8% | +103.0% | +107.0% |
| 1Y | +145.3% | -5.1% | +150.4% | +140.9% |
| 3Y | -2.8% | +11.2% | -14.0% | -10.6% |
| 5Y | +93.4% | -47.0% | +140.4% | +85.4% |
| All | +93.4% | -46.4% | +139.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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