+262.8%
SGI vs PTEN
-15.6%
+278.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -4.5% | +3.5% | -7.9% | -5.1% |
| 30D | +4.2% | +17.5% | -13.4% | +0.8% |
| 3M | -7.4% | +12.7% | -20.2% | -10.6% |
| 6M | -15.1% | +33.1% | -48.1% | -22.1% |
| YTD | -24.7% | +116.4% | -141.1% | -37.9% |
| 1Y | -21.8% | +141.2% | -162.9% | -37.5% |
| 3Y | +50.0% | -3.8% | +53.8% | +40.0% |
| 5Y | +48.9% | +92.7% | -43.8% | +10.2% |
| All | +262.8% | -15.6% | +278.4% | +161.9% |
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