+343.3%
SPGI vs PTEN
-38.4%
+381.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.8% |
| 7D | +1.2% | +10.6% | -9.3% | +0.3% |
| 30D | +15.9% | -4.9% | +20.9% | +16.1% |
| 3M | +12.3% | +1.4% | +10.9% | +11.6% |
| 6M | +23.7% | -7.0% | +30.7% | +23.3% |
| YTD | -3.5% | +84.8% | -88.3% | -10.7% |
| 1Y | +0.4% | +95.7% | -95.3% | -7.7% |
| 3Y | +29.9% | +2.0% | +27.9% | +24.6% |
| 5Y | +15.2% | +48.0% | -32.8% | +2.9% |
| All | +343.3% | -38.4% | +381.8% | +258.8% |
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