-12.1%
SGI vs PTEN
+79.8%
-91.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.4% | +16.2% | +4.4% |
| 7D | +12.1% | -15.5% | +27.5% | +7.9% |
| 30D | +12.1% | -7.8% | +19.9% | +10.4% |
| 3M | +0.4% | +6.4% | -6.0% | +3.2% |
| 6M | -4.0% | -11.9% | +7.9% | -4.0% |
| YTD | -21.2% | +79.4% | -100.6% | -25.1% |
| 1Y | -12.1% | +84.9% | -97.0% | -16.5% |
| All | -12.1% | +79.8% | -91.9% | -16.5% |
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