+165.5%
SITM vs PTEN
+135.2%
+30.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.6% | +6.8% |
| 7D | +9.7% | +0.7% | +9.0% | +9.5% |
| 30D | +12.7% | +31.2% | -18.5% | +6.1% |
| 3M | -13.4% | +2.0% | -15.5% | -15.4% |
| 6M | +59.6% | +42.4% | +17.2% | +39.8% |
| YTD | +73.3% | +109.2% | -35.9% | +32.0% |
| 1Y | +165.5% | +122.3% | +43.2% | +90.5% |
| All | +165.5% | +135.2% | +30.3% | +90.5% |
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 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