-46.2%
SFM vs PTEN
+144.8%
-190.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.8% | +2.8% | -11.5% | -8.7% |
| 30D | -14.5% | +17.6% | -32.0% | -14.7% |
| 3M | -16.8% | +8.2% | -25.0% | -16.4% |
| 6M | -5.3% | +38.1% | -43.5% | -7.5% |
| YTD | -9.4% | +117.3% | -126.7% | -17.6% |
| 1Y | -46.2% | +146.1% | -192.3% | -52.1% |
| All | -46.2% | +144.8% | -190.9% | -52.1% |
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