+250.3%
SNY vs PTEN
+33.8%
+216.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.3% | +3.5% | -6.8% | -3.7% |
| 30D | -2.2% | +17.5% | -19.7% | -4.1% |
| 3M | -3.0% | +12.7% | -15.8% | -4.9% |
| 6M | +2.7% | +33.1% | -30.3% | -1.8% |
| YTD | -6.8% | +116.4% | -123.3% | -16.2% |
| 1Y | -5.3% | +141.2% | -146.4% | -16.3% |
| 3Y | -9.8% | -3.8% | -6.0% | -13.5% |
| 5Y | +9.7% | +92.7% | -83.0% | -9.0% |
| 10Y | +64.5% | -17.1% | +81.6% | +30.8% |
| All | +250.3% | +33.8% | +216.5% | +84.0% |
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 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