+263.8%
STLA vs PTEN
+20.2%
+243.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -1.2% | +31.2% | -32.5% | -7.0% |
| 3M | -24.8% | +2.0% | -26.8% | -26.0% |
| 6M | -25.6% | +42.4% | -68.0% | -33.0% |
| YTD | -48.9% | +109.2% | -158.1% | -58.3% |
| 1Y | -38.8% | +122.3% | -161.1% | -50.8% |
| 3Y | -64.5% | -5.6% | -59.0% | -66.9% |
| 5Y | -62.4% | +86.5% | -148.9% | -71.4% |
| 10Y | +55.4% | -22.1% | +77.5% | +13.1% |
| All | +263.8% | +20.2% | +243.6% | +169.0% |
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