+271.5%
PTEN vs SBAC
+2,199.0%
-1,927.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +29.3% | +3.2% | +26.1% | +28.5% |
| 3M | +7.2% | -5.1% | +12.3% | +7.9% |
| 6M | +43.5% | -2.1% | +45.6% | +42.8% |
| YTD | +113.2% | -0.5% | +113.7% | +111.1% |
| 1Y | +135.1% | +1.1% | +133.9% | +132.0% |
| 3Y | -4.8% | -7.4% | +2.6% | -6.0% |
| 5Y | +94.6% | -44.3% | +138.9% | +107.1% |
| 10Y | -24.2% | +77.6% | -101.8% | -33.5% |
| All | +271.5% | +2,199.0% | -1,927.5% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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