+417.8%
SIMO vs PTEN
-40.1%
+457.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.6% |
| 7D | +14.9% | +7.2% | +7.6% | +13.8% |
| 30D | -27.0% | -7.4% | -19.6% | -26.1% |
| 3M | -25.4% | -2.4% | -23.0% | -25.0% |
| 6M | -30.3% | -10.0% | -20.2% | -29.5% |
| YTD | +95.8% | +79.7% | +16.1% | +81.5% |
| 1Y | +100.0% | +86.5% | +13.5% | +84.6% |
| 3Y | +238.3% | -1.4% | +239.6% | +227.7% |
| 5Y | +187.6% | +43.9% | +143.6% | +158.5% |
| All | +417.8% | -40.1% | +457.9% | +359.2% |
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