+4.2%
SM vs PTEN
+49.0%
-44.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.1% |
| 7D | +9.4% | +10.6% | -1.2% | +2.0% |
| 30D | -14.4% | -4.9% | -9.4% | -11.3% |
| 3M | +1.6% | +1.4% | +0.1% | +0.4% |
| 6M | +6.3% | -7.0% | +13.4% | +11.1% |
| YTD | +78.8% | +84.8% | -6.0% | +15.5% |
| 1Y | +83.1% | +95.7% | -12.5% | +13.6% |
| 3Y | -5.9% | +2.0% | -7.9% | -13.8% |
| All | +4.2% | +49.0% | -44.8% | -39.5% |
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 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