+52.2%
SGI vs PTEN
+89.8%
-37.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | +5.5% | +18.6% | -13.1% | +3.4% |
| 3M | -3.6% | +12.5% | -16.1% | -5.5% |
| 6M | -15.0% | +41.9% | -56.9% | -20.8% |
| YTD | -23.0% | +117.8% | -140.8% | -33.6% |
| 1Y | -18.4% | +145.3% | -163.7% | -31.6% |
| 3Y | +57.8% | -2.8% | +60.6% | +49.1% |
| All | +52.2% | +89.8% | -37.5% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling