+179.0%
SAP vs PTEN
-21.6%
+200.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +0.3% | +18.6% | -18.3% | -1.4% |
| 3M | +16.9% | +12.5% | +4.4% | +15.0% |
| 6M | +6.3% | +41.9% | -35.5% | +1.8% |
| YTD | -12.4% | +117.8% | -130.2% | -20.0% |
| 1Y | -21.6% | +145.3% | -166.9% | -29.5% |
| 3Y | +54.8% | -2.8% | +57.6% | +49.6% |
| 5Y | +56.2% | +93.4% | -37.2% | +35.6% |
| 10Y | +179.0% | -16.6% | +195.6% | +121.2% |
| All | +179.0% | -21.6% | +200.6% | +121.2% |
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