+1,615.1%
SGI vs PTEN
+3.4%
+1,611.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | -5.3% | +10.6% | -15.9% | -7.9% |
| 30D | -2.1% | -4.9% | +2.9% | -1.9% |
| 3M | -8.2% | +1.4% | -9.6% | -10.1% |
| 6M | -4.6% | -7.0% | +2.5% | -6.5% |
| YTD | -31.5% | +84.8% | -116.2% | -45.9% |
| 1Y | -30.8% | +95.7% | -126.5% | -46.4% |
| 3Y | +67.2% | +2.0% | +65.2% | +46.6% |
| 5Y | +42.5% | +48.0% | -5.5% | +0.2% |
| 10Y | +321.9% | -38.3% | +360.2% | +178.0% |
| All | +1,615.1% | +3.4% | +1,611.8% | +645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling