+298.4%
SAN vs PTEN
+49.0%
+249.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.4% |
| 7D | +4.0% | +10.6% | -6.6% | +2.8% |
| 30D | -7.8% | -4.9% | -2.9% | -7.8% |
| 3M | -16.4% | +1.4% | -17.8% | -17.2% |
| 6M | +3.5% | -7.0% | +10.6% | +3.1% |
| YTD | +6.7% | +84.8% | -78.1% | -6.5% |
| 1Y | +14.5% | +95.7% | -81.2% | -0.8% |
| 3Y | +243.5% | +2.0% | +241.5% | +220.5% |
| All | +298.4% | +49.0% | +249.4% | +229.1% |
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