-39.9%
PTEN vs SPY
+307.0%
-346.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +10.6% | +2.6% | +8.0% | +6.4% |
| 30D | -4.9% | -2.0% | -3.0% | -2.6% |
| 3M | +1.4% | -2.8% | +4.2% | +4.7% |
| 6M | -7.0% | +2.1% | -9.2% | -11.8% |
| YTD | +84.8% | +11.5% | +73.3% | +50.6% |
| 1Y | +95.7% | +13.5% | +82.2% | +55.1% |
| 3Y | +2.0% | +77.7% | -75.7% | -57.8% |
| 5Y | +48.0% | +72.6% | -24.6% | -36.1% |
| All | -39.9% | +307.0% | -346.9% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling