-66.3%
SE vs PTEN
+94.7%
-161.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.4% |
| 7D | -3.6% | -1.7% | -2.0% | -3.4% |
| 30D | -5.3% | +18.6% | -23.9% | -7.9% |
| 3M | +28.1% | +12.5% | +15.6% | +24.7% |
| 6M | +20.7% | +41.9% | -21.2% | +11.1% |
| YTD | -14.8% | +117.8% | -132.6% | -28.4% |
| 1Y | -43.6% | +145.3% | -188.9% | -54.2% |
| 3Y | +184.2% | -2.8% | +187.0% | +167.4% |
| 5Y | -66.3% | +93.4% | -159.7% | -72.5% |
| All | -66.3% | +94.7% | -161.0% | -72.5% |
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