+4,437.5%
SITM vs PTEN
+89.6%
+4,347.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.1% |
| 7D | +3.7% | -1.7% | +5.4% | +4.1% |
| 30D | -14.5% | +18.6% | -33.1% | -18.7% |
| 3M | -10.6% | +12.5% | -23.0% | -14.3% |
| 6M | +65.5% | +41.9% | +23.7% | +45.8% |
| YTD | +67.0% | +117.8% | -50.8% | +29.2% |
| 1Y | +138.6% | +145.3% | -6.7% | +77.5% |
| 3Y | +421.8% | -2.8% | +424.6% | +383.8% |
| 5Y | +172.4% | +93.4% | +79.0% | +110.6% |
| All | +4,437.5% | +89.6% | +4,347.9% | +2,496.5% |
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