+82.6%
SPYM vs PTEN
+89.3%
-6.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | +2.8% | -4.8% | -2.3% |
| 30D | -1.6% | +17.6% | -19.2% | -3.6% |
| 3M | +4.7% | +8.2% | -3.4% | +3.3% |
| 6M | +12.6% | +38.1% | -25.5% | +6.8% |
| YTD | +11.8% | +117.3% | -105.5% | -0.5% |
| 1Y | +17.5% | +146.1% | -128.5% | +2.3% |
| 3Y | +77.0% | -3.0% | +80.0% | +68.4% |
| 5Y | +82.6% | +93.5% | -10.9% | +57.8% |
| All | +82.6% | +89.3% | -6.7% | +57.8% |
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 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