+1,872.3%
SGI vs PTEN
+17.0%
+1,855.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +8.5% | +0.7% | +7.8% | +8.3% |
| 30D | +0.7% | +31.2% | -30.6% | -7.0% |
| 3M | +0.6% | +2.0% | -1.4% | -2.1% |
| 6M | -17.9% | +42.4% | -60.4% | -28.8% |
| YTD | -21.2% | +109.2% | -130.4% | -38.9% |
| 1Y | -18.9% | +122.3% | -141.2% | -39.0% |
| 3Y | +52.6% | -5.6% | +58.2% | +38.4% |
| 5Y | +60.7% | +86.5% | -25.8% | +6.2% |
| 10Y | +278.1% | -22.1% | +300.2% | +131.3% |
| All | +1,872.3% | +17.0% | +1,855.3% | +741.5% |
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 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