+5,939.2%
SPG vs PTEN
+1,766.9%
+4,172.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | +3.1% | +7.2% | -4.1% | +1.8% |
| 30D | +16.4% | -7.4% | +23.8% | +17.4% |
| 3M | +7.1% | -2.4% | +9.5% | +6.5% |
| 6M | +16.1% | -10.0% | +26.1% | +16.0% |
| YTD | +30.4% | +79.7% | -49.3% | +13.4% |
| 1Y | +33.0% | +86.5% | -53.5% | +14.6% |
| 3Y | +134.6% | -1.4% | +136.0% | +118.9% |
| 5Y | +84.9% | +43.9% | +41.0% | +51.6% |
| 10Y | +114.9% | -40.0% | +154.9% | +71.0% |
| All | +5,939.2% | +1,766.9% | +4,172.3% | +3,352.2% |
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