+385.4%
SAN vs PTEN
+89.8%
+295.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | -0.1% | +18.6% | -18.7% | -2.4% |
| 3M | +19.6% | +12.5% | +7.2% | +17.0% |
| 6M | +32.7% | +41.9% | -9.2% | +23.4% |
| YTD | +26.7% | +117.8% | -91.1% | +8.8% |
| 1Y | +51.6% | +145.3% | -93.7% | +26.6% |
| 3Y | +348.7% | -2.8% | +351.5% | +327.1% |
| All | +385.4% | +89.8% | +295.7% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling