+318.0%
SPYM vs PTEN
-15.6%
+333.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | +3.5% | -4.2% | -1.2% |
| 30D | -1.1% | +17.5% | -18.6% | -3.1% |
| 3M | +3.9% | +12.7% | -8.8% | +1.8% |
| 6M | +13.6% | +33.1% | -19.5% | +8.3% |
| YTD | +12.7% | +116.4% | -103.7% | +0.7% |
| 1Y | +17.6% | +141.2% | -123.6% | +3.2% |
| 3Y | +77.2% | -3.8% | +81.0% | +70.0% |
| 5Y | +84.1% | +92.7% | -8.6% | +55.9% |
| All | +318.0% | -15.6% | +333.7% | +225.8% |
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