+221.9%
PTEN vs SBAC
+2,222.3%
-2,000.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.6% |
| 7D | +10.6% | +0.6% | +10.0% | +10.5% |
| 30D | -4.9% | +5.5% | -10.4% | -5.8% |
| 3M | +1.4% | +3.1% | -1.6% | +0.6% |
| 6M | -7.0% | -7.0% | 0.0% | -6.4% |
| YTD | +84.8% | +0.5% | +84.3% | +82.2% |
| 1Y | +95.7% | +0.2% | +95.5% | +93.1% |
| 3Y | +2.0% | -7.4% | +9.3% | +0.6% |
| 5Y | +48.0% | -39.7% | +87.7% | +55.3% |
| 10Y | -38.3% | +112.5% | -150.9% | -47.5% |
| All | +221.9% | +2,222.3% | -2,000.4% | +122.2% |
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