+14.9%
SPGI vs PTEN
+25.5%
-10.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | +1.6% | -14.5% | +16.0% | +2.5% |
| 30D | +16.1% | -11.1% | +27.2% | +16.7% |
| 3M | +15.5% | -7.8% | +23.3% | +15.5% |
| 6M | +19.6% | -10.5% | +30.1% | +19.7% |
| YTD | -3.6% | +69.3% | -72.9% | -9.6% |
| 1Y | +2.2% | +70.5% | -68.3% | -4.3% |
| 3Y | +30.1% | -7.1% | +37.2% | +25.7% |
| 5Y | +14.9% | +29.1% | -14.2% | +7.7% |
| All | +14.9% | +25.5% | -10.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling