+1,872.6%
SAN vs PTEN
+1,889.0%
-16.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +2.0% | +31.2% | -29.2% | -4.0% |
| 3M | +19.7% | +2.0% | +17.7% | +17.7% |
| 6M | +30.6% | +42.4% | -11.8% | +17.9% |
| YTD | +28.8% | +109.2% | -80.3% | +6.7% |
| 1Y | +57.8% | +122.3% | -64.5% | +28.0% |
| 3Y | +338.1% | -5.6% | +343.7% | +307.8% |
| 5Y | +384.2% | +86.5% | +297.7% | +263.3% |
| 10Y | +353.2% | -22.1% | +375.3% | +232.7% |
| All | +1,872.6% | +1,889.0% | -16.3% | +923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling