+11.1%
SMR vs PTEN
+1.1%
+10.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.9% | +13.3% | +14.7% |
| 7D | +21.4% | -1.0% | +22.4% | +21.8% |
| 30D | +13.8% | +29.3% | -15.4% | +4.3% |
| 3M | +3.9% | +7.2% | -3.3% | -0.2% |
| 6M | -4.2% | +43.5% | -47.7% | -20.4% |
| YTD | -21.1% | +113.2% | -134.3% | -43.9% |
| 1Y | -67.1% | +135.1% | -202.1% | -77.6% |
| 3Y | +88.9% | -4.8% | +93.7% | +66.9% |
| All | +11.1% | +1.1% | +10.0% | -4.1% |
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