-16.9%
PTEN vs SPY
+322.5%
-339.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.6% |
| 7D | +3.5% | -0.8% | +4.2% | +4.6% |
| 30D | +17.5% | -1.1% | +18.6% | +19.1% |
| 3M | +12.7% | +3.9% | +8.9% | +5.5% |
| 6M | +33.1% | +13.6% | +19.5% | +6.4% |
| YTD | +116.4% | +12.7% | +103.8% | +74.9% |
| 1Y | +141.2% | +17.5% | +123.7% | +82.9% |
| 3Y | -3.8% | +76.9% | -80.7% | -59.8% |
| 5Y | +92.7% | +83.6% | +9.1% | -24.2% |
| All | -16.9% | +322.5% | -339.3% | -88.9% |
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