-5.9%
SAP vs PTEN
+79.8%
-85.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.6% | +3.0% |
| 7D | +1.3% | -15.5% | +16.8% | -0.6% |
| 30D | +15.5% | -7.8% | +23.3% | +14.8% |
| 3M | +22.8% | +6.4% | +16.4% | +24.3% |
| 6M | +42.5% | -11.9% | +54.3% | +43.1% |
| YTD | +0.5% | +79.4% | -78.8% | +6.2% |
| 1Y | -5.9% | +84.9% | -90.9% | -1.4% |
| All | -5.9% | +79.8% | -85.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling