+2,233.8%
SAP vs PTEN
+986.6%
+1,247.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | +31.2% | -22.2% | +4.7% |
| 3M | +14.9% | +2.0% | +12.9% | +13.6% |
| 6M | +11.9% | +42.4% | -30.5% | +4.8% |
| YTD | -9.9% | +109.2% | -119.1% | -20.5% |
| 1Y | -19.5% | +122.3% | -141.8% | -29.9% |
| 3Y | +61.8% | -5.6% | +67.4% | +54.2% |
| 5Y | +56.2% | +86.5% | -30.3% | +27.8% |
| 10Y | +180.6% | -22.1% | +202.7% | +119.7% |
| All | +2,233.8% | +986.6% | +1,247.2% | +1,190.6% |
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