-50.0%
TE vs PTEN
+53.5%
-103.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.4% |
| 7D | +15.0% | -1.7% | +16.7% | +15.3% |
| 30D | -7.5% | +18.6% | -26.1% | -10.6% |
| 3M | -42.0% | +12.5% | -54.4% | -43.9% |
| 6M | -31.4% | +41.9% | -73.3% | -37.2% |
| YTD | -26.5% | +117.8% | -144.3% | -38.3% |
| 1Y | +153.1% | +145.3% | +7.8% | +106.3% |
| 3Y | -20.7% | -2.8% | -17.9% | -26.6% |
| 5Y | -45.4% | +93.4% | -138.9% | -51.7% |
| All | -50.0% | +53.5% | -103.5% | -55.6% |
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