+1,535.1%
SRE vs PTEN
+288.4%
+1,246.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +1.4% | -1.0% | +2.5% | +1.5% |
| 30D | +1.9% | +29.3% | -27.4% | -1.4% |
| 3M | -3.3% | +7.2% | -10.5% | -4.6% |
| 6M | -6.4% | +43.5% | -50.0% | -11.4% |
| YTD | -1.8% | +113.2% | -115.1% | -11.7% |
| 1Y | +10.7% | +135.1% | -124.3% | -2.0% |
| 3Y | +31.8% | -4.8% | +36.6% | +27.1% |
| 5Y | +49.2% | +94.6% | -45.4% | +26.8% |
| 10Y | +118.5% | -24.2% | +142.7% | +78.7% |
| All | +1,535.1% | +288.4% | +1,246.7% | +901.8% |
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 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