+133.6%
SFM vs PTEN
-38.4%
+172.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.2% |
| 7D | +6.0% | +10.6% | -4.5% | +5.5% |
| 30D | -19.5% | -4.9% | -14.5% | -19.5% |
| 3M | -37.0% | +1.4% | -38.5% | -37.4% |
| 6M | -41.0% | -7.0% | -34.0% | -41.2% |
| YTD | -34.6% | +84.8% | -119.4% | -37.9% |
| 1Y | -36.3% | +95.7% | -131.9% | -39.7% |
| 3Y | +24.5% | +2.0% | +22.6% | +21.0% |
| 5Y | +115.9% | +48.0% | +67.9% | +103.1% |
| All | +133.6% | -38.4% | +172.0% | +121.0% |
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