+145.8%
SITM vs PTEN
+148.3%
-2.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +3.9% | +3.5% | +0.4% | +3.0% |
| 30D | -6.6% | +17.5% | -24.1% | -9.9% |
| 3M | -11.9% | +12.7% | -24.6% | -15.3% |
| 6M | +81.1% | +33.1% | +48.0% | +63.3% |
| YTD | +80.0% | +116.4% | -36.5% | +34.9% |
| 1Y | +145.8% | +141.2% | +4.7% | +72.9% |
| All | +145.8% | +148.3% | -2.5% | +72.9% |
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