+19.0%
SPGI vs PTEN
-1.7%
+20.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.3% |
| 7D | -2.5% | -1.0% | -1.5% | -2.5% |
| 30D | +5.4% | +29.3% | -23.9% | +3.6% |
| 3M | +9.0% | +7.2% | +1.8% | +8.7% |
| 6M | +0.8% | +43.5% | -42.8% | -2.9% |
| YTD | -12.6% | +113.2% | -125.8% | -19.4% |
| 1Y | -16.1% | +135.1% | -151.2% | -24.0% |
| 3Y | +19.0% | -4.8% | +23.8% | +14.2% |
| All | +19.0% | -1.7% | +20.7% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling