-72.5%
STLA vs PTEN
+33.9%
-106.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -4.2% |
| 7D | -11.6% | -2.2% | -9.5% | -11.3% |
| 30D | -6.2% | -8.0% | +1.9% | -5.3% |
| 3M | -24.6% | -5.0% | -19.6% | -24.6% |
| 6M | -44.9% | -10.6% | -34.3% | -44.9% |
| YTD | -62.3% | +75.5% | -137.8% | -69.0% |
| 1Y | -61.8% | +70.2% | -132.0% | -68.4% |
| 3Y | -75.3% | -3.7% | -71.6% | -77.9% |
| 5Y | -72.5% | +34.9% | -107.4% | -78.6% |
| All | -72.5% | +33.9% | -106.4% | -78.6% |
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