+19.9%
SM vs PTEN
-15.6%
+35.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +4.6% | +3.5% | +1.1% | +1.5% |
| 30D | +18.2% | +17.5% | +0.7% | +2.1% |
| 3M | +22.5% | +12.7% | +9.8% | +8.6% |
| 6M | +50.6% | +33.1% | +17.5% | +14.3% |
| YTD | +108.1% | +116.4% | -8.3% | +1.2% |
| 1Y | +46.0% | +141.2% | -95.2% | -37.0% |
| 3Y | +2.9% | -3.8% | +6.7% | -7.4% |
| 5Y | +112.6% | +92.7% | +19.9% | -22.0% |
| All | +19.9% | -15.6% | +35.5% | -23.0% |
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