+335.5%
SAN vs PTEN
-15.3%
+350.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.8% | +2.8% | -5.6% | -3.4% |
| 30D | -0.5% | +17.6% | -18.1% | -4.0% |
| 3M | +22.7% | +8.2% | +14.6% | +19.4% |
| 6M | +28.8% | +38.1% | -9.3% | +16.8% |
| YTD | +26.3% | +117.3% | -91.0% | +3.0% |
| 1Y | +48.8% | +146.1% | -97.2% | +17.0% |
| 3Y | +347.2% | -3.0% | +350.2% | +314.6% |
| 5Y | +383.8% | +93.5% | +290.3% | +249.1% |
| All | +335.5% | -15.3% | +350.7% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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