+740.9%
STLD vs PTEN
-38.4%
+779.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.1% | -4.0% |
| 7D | +2.9% | +10.6% | -7.7% | 0.0% |
| 30D | -5.6% | -4.9% | -0.6% | -4.7% |
| 3M | -11.7% | +1.4% | -13.2% | -12.8% |
| 6M | -2.8% | -7.0% | +4.2% | -2.8% |
| YTD | +36.4% | +84.8% | -48.3% | +10.1% |
| 1Y | +50.0% | +95.7% | -45.7% | +18.8% |
| 3Y | +122.3% | +2.0% | +120.3% | +102.2% |
| 5Y | +273.2% | +48.0% | +225.2% | +182.7% |
| All | +740.9% | -38.4% | +779.3% | +482.0% |
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 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