+72.5%
SMR vs PTEN
-3.4%
+75.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | +4.7% | +2.8% | +1.9% | +3.7% |
| 30D | +3.2% | +17.6% | -14.3% | -3.4% |
| 3M | +9.9% | +8.2% | +1.7% | +4.7% |
| 6M | -15.1% | +38.1% | -53.2% | -32.3% |
| YTD | -27.9% | +117.3% | -145.2% | -55.8% |
| 1Y | -70.2% | +146.1% | -216.3% | -83.3% |
| All | +72.5% | -3.4% | +75.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling