+5,922.7%
SPG vs PTEN
+1,819.4%
+4,103.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | +2.0% | +10.6% | -8.6% | +0.1% |
| 30D | +17.2% | -4.9% | +22.2% | +17.6% |
| 3M | +6.3% | +1.4% | +4.9% | +5.1% |
| 6M | +18.7% | -7.0% | +25.7% | +17.9% |
| YTD | +30.1% | +84.8% | -54.7% | +12.5% |
| 1Y | +32.8% | +95.7% | -62.9% | +13.4% |
| 3Y | +133.6% | +2.0% | +131.6% | +116.6% |
| 5Y | +84.4% | +48.0% | +36.4% | +50.4% |
| 10Y | +114.3% | -38.3% | +152.7% | +69.7% |
| All | +5,922.7% | +1,819.4% | +4,103.3% | +3,325.5% |
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