+118.2%
SRE vs PTEN
-15.6%
+133.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.8% | +3.5% | -4.3% | -1.2% |
| 30D | -3.0% | +17.5% | -20.5% | -4.7% |
| 3M | -8.3% | +12.7% | -21.0% | -9.8% |
| 6M | -8.9% | +33.1% | -42.0% | -12.3% |
| YTD | -4.3% | +116.4% | -120.7% | -12.6% |
| 1Y | +2.7% | +141.2% | -138.4% | -7.6% |
| 3Y | +28.7% | -3.8% | +32.5% | +24.3% |
| 5Y | +47.1% | +92.7% | -45.6% | +29.7% |
| All | +118.2% | -15.6% | +133.9% | +58.3% |
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