+272.7%
SFM vs PTEN
-15.3%
+288.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.8% | +2.8% | -11.5% | -8.9% |
| 30D | -14.5% | +17.6% | -32.0% | -15.4% |
| 3M | -16.8% | +8.2% | -25.0% | -17.5% |
| 6M | -5.3% | +38.1% | -43.5% | -7.8% |
| YTD | -9.4% | +117.3% | -126.7% | -14.4% |
| 1Y | -46.2% | +146.1% | -192.3% | -49.6% |
| 3Y | +81.3% | -3.0% | +84.3% | +77.1% |
| 5Y | +211.9% | +93.5% | +118.4% | +189.7% |
| All | +272.7% | -15.3% | +288.0% | +243.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling