+75.6%
PTEN vs SARO
-22.5%
+98.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +3.5% | -3.1% | +6.6% | +4.2% |
| 30D | +17.5% | -12.2% | +29.8% | +21.3% |
| 3M | +12.7% | -7.4% | +20.1% | +12.2% |
| 6M | +33.1% | -15.3% | +48.3% | +35.2% |
| YTD | +116.4% | -16.2% | +132.6% | +118.8% |
| 1Y | +141.2% | -12.1% | +153.3% | +135.3% |
| All | +75.6% | -22.5% | +98.0% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling