-21.8%
SGI vs PTEN
+148.3%
-170.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.9% |
| 7D | -4.5% | +3.5% | -7.9% | -3.8% |
| 30D | +4.2% | +17.5% | -13.4% | +7.8% |
| 3M | -7.4% | +12.7% | -20.2% | -3.5% |
| 6M | -15.1% | +33.1% | -48.1% | -11.4% |
| YTD | -24.7% | +116.4% | -141.1% | -23.5% |
| 1Y | -21.8% | +141.2% | -162.9% | -21.0% |
| All | -21.8% | +148.3% | -170.1% | -21.0% |
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 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