+267.7%
SAN vs PTEN
-38.4%
+306.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.1% |
| 7D | +4.0% | +10.6% | -6.6% | +1.9% |
| 30D | -7.8% | -4.9% | -2.9% | -7.7% |
| 3M | -16.4% | +1.4% | -17.8% | -17.7% |
| 6M | +3.5% | -7.0% | +10.6% | +2.5% |
| YTD | +6.7% | +84.8% | -78.1% | -10.9% |
| 1Y | +14.5% | +95.7% | -81.2% | -5.8% |
| 3Y | +243.5% | +2.0% | +241.5% | +211.5% |
| 5Y | +296.2% | +48.0% | +248.2% | +202.0% |
| All | +267.7% | -38.4% | +306.1% | +152.3% |
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