+589.4%
SE vs PTEN
-19.5%
+608.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -6.1% | +0.7% | -6.8% | -6.2% |
| 30D | -2.5% | +31.2% | -33.7% | -6.0% |
| 3M | +21.7% | +2.0% | +19.7% | +20.5% |
| 6M | +27.0% | +42.4% | -15.4% | +19.0% |
| YTD | -12.1% | +109.2% | -121.3% | -22.3% |
| 1Y | -40.9% | +122.3% | -163.2% | -48.5% |
| 3Y | +191.0% | -5.6% | +196.6% | +177.6% |
| 5Y | -68.3% | +86.5% | -154.8% | -72.7% |
| All | +589.4% | -19.5% | +608.9% | +447.7% |
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