-41.9%
SFM vs PTEN
+135.2%
-177.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.9% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | -4.4% | +31.2% | -35.6% | -5.1% |
| 3M | +1.5% | +2.0% | -0.5% | +2.1% |
| 6M | +6.5% | +42.4% | -35.9% | +3.0% |
| YTD | +2.2% | +109.2% | -107.0% | -7.4% |
| 1Y | -41.9% | +122.3% | -164.2% | -48.3% |
| All | -41.9% | +135.2% | -177.1% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling