+109.5%
SPG vs PTEN
-40.1%
+149.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | +3.1% | +7.2% | -4.1% | +1.4% |
| 30D | +16.4% | -7.4% | +23.8% | +17.6% |
| 3M | +7.1% | -2.4% | +9.5% | +6.3% |
| 6M | +16.1% | -10.0% | +26.1% | +15.8% |
| YTD | +30.4% | +79.7% | -49.3% | +7.1% |
| 1Y | +33.0% | +86.5% | -53.5% | +7.9% |
| 3Y | +134.6% | -1.4% | +136.0% | +112.4% |
| 5Y | +84.9% | +43.9% | +41.0% | +34.6% |
| All | +109.5% | -40.1% | +149.7% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling