+823.3%
SPYM vs PTEN
-38.4%
+861.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | -0.9% | +29.3% | -30.2% | -5.0% |
| 3M | +3.9% | +7.2% | -3.3% | +2.0% |
| 6M | +14.5% | +43.5% | -29.0% | +6.5% |
| YTD | +13.0% | +113.2% | -100.2% | -1.7% |
| 1Y | +19.4% | +135.1% | -115.6% | +1.8% |
| 3Y | +78.9% | -4.8% | +83.7% | +70.3% |
| 5Y | +82.3% | +94.6% | -12.3% | +46.2% |
| 10Y | +314.7% | -24.2% | +338.9% | +222.8% |
| All | +823.3% | -38.4% | +861.7% | +456.9% |
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