+2,439.3%
SAP vs PTEN
+833.5%
+1,605.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -3.9% | +7.2% | -11.1% | -4.8% |
| 30D | +6.5% | -7.4% | +13.9% | +7.2% |
| 3M | +14.7% | -2.4% | +17.1% | +14.2% |
| 6M | +39.9% | -10.0% | +49.9% | +39.9% |
| YTD | -2.0% | +79.7% | -81.7% | -12.1% |
| 1Y | -6.0% | +86.5% | -92.5% | -16.3% |
| 3Y | +67.7% | -1.4% | +69.1% | +58.2% |
| 5Y | +78.8% | +43.9% | +34.9% | +51.6% |
| 10Y | +229.3% | -40.0% | +269.3% | +167.3% |
| All | +2,439.3% | +833.5% | +1,605.9% | +1,325.9% |
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 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