+84.9%
PTEN vs SARO
-7.8%
+92.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.9% | -11.3% | -8.7% |
| 7D | -15.5% | +15.8% | -31.2% | -10.8% |
| 30D | -7.8% | +22.2% | -30.0% | -0.9% |
| 3M | +6.4% | -16.2% | +22.6% | +1.4% |
| 6M | -11.9% | +4.6% | -16.5% | -11.1% |
| YTD | +79.4% | -10.4% | +89.7% | +79.8% |
| 1Y | +84.9% | -6.5% | +91.4% | +81.3% |
| All | +84.9% | -7.8% | +92.7% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling