+185.2%
SITM vs PTEN
+87.9%
+97.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +3.9% | +3.5% | +0.4% | +2.5% |
| 30D | -6.6% | +17.5% | -24.1% | -12.2% |
| 3M | -11.9% | +12.7% | -24.6% | -16.6% |
| 6M | +81.1% | +33.1% | +48.0% | +56.7% |
| YTD | +80.0% | +116.4% | -36.5% | +27.4% |
| 1Y | +145.8% | +141.2% | +4.7% | +65.5% |
| 3Y | +475.9% | -3.8% | +479.7% | +411.6% |
| All | +185.2% | +87.9% | +97.4% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling