+41.1%
SOFI vs PTEN
+183.4%
-142.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.0% | +2.8% | -9.8% | -7.7% |
| 30D | -4.3% | +17.6% | -21.8% | -8.3% |
| 3M | +8.4% | +8.2% | +0.3% | +4.8% |
| 6M | -5.9% | +38.1% | -44.0% | -16.8% |
| YTD | -34.3% | +117.3% | -151.5% | -49.2% |
| 1Y | -32.6% | +146.1% | -178.7% | -50.1% |
| 3Y | +101.3% | -3.0% | +104.3% | +81.1% |
| 5Y | +12.6% | +93.5% | -80.9% | -12.3% |
| All | +41.1% | +183.4% | -142.4% | +25.6% |
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