+75.7%
SAP vs PTEN
+33.9%
+41.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.4% |
| 30D | +7.5% | -8.0% | +15.5% | +7.8% |
| 3M | +11.6% | -5.0% | +16.7% | +11.6% |
| 6M | +37.6% | -10.6% | +48.3% | +37.9% |
| YTD | -2.0% | +75.5% | -77.5% | -8.4% |
| 1Y | -6.4% | +70.2% | -76.5% | -12.3% |
| 3Y | +67.7% | -3.7% | +71.4% | +62.2% |
| 5Y | +75.7% | +34.9% | +40.8% | +60.9% |
| All | +75.7% | +33.9% | +41.8% | +60.9% |
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