+9,851.6%
SPGI vs PTEN
+1,509.4%
+8,342.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +1.6% | -14.5% | +16.0% | +3.4% |
| 30D | +16.1% | -11.1% | +27.2% | +17.4% |
| 3M | +15.5% | -7.8% | +23.3% | +15.9% |
| 6M | +19.6% | -10.5% | +30.1% | +19.6% |
| YTD | -3.6% | +69.3% | -72.9% | -11.8% |
| 1Y | +2.2% | +70.5% | -68.3% | -6.7% |
| 3Y | +30.1% | -7.1% | +37.2% | +24.7% |
| 5Y | +14.9% | +29.1% | -14.2% | +0.8% |
| 10Y | +334.0% | -44.5% | +378.5% | +262.7% |
| All | +9,851.6% | +1,509.4% | +8,342.2% | +6,190.2% |
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