+56.8%
SAP vs PTEN
+88.2%
-31.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | -0.3% | -1.0% | +0.8% | -0.2% |
| 30D | +2.6% | +29.3% | -26.7% | +0.6% |
| 3M | +16.3% | +7.2% | +9.0% | +15.4% |
| 6M | +6.4% | +43.5% | -37.2% | +2.5% |
| YTD | -11.4% | +113.2% | -124.7% | -18.1% |
| 1Y | -20.4% | +135.1% | -155.5% | -27.4% |
| 3Y | +56.5% | -4.8% | +61.3% | +52.6% |
| 5Y | +56.8% | +94.6% | -37.8% | +38.4% |
| All | +56.8% | +88.2% | -31.4% | +38.4% |
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 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