+1,097.8%
STLD vs PTEN
-15.3%
+1,113.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -3.6% | +2.8% | -6.4% | -4.4% |
| 30D | -10.1% | +17.6% | -27.7% | -14.2% |
| 3M | -11.4% | +8.2% | -19.6% | -14.4% |
| 6M | +30.8% | +38.1% | -7.3% | +16.1% |
| YTD | +40.7% | +117.3% | -76.6% | +9.2% |
| 1Y | +80.8% | +146.1% | -65.3% | +34.1% |
| 3Y | +140.2% | -3.0% | +143.2% | +121.9% |
| 5Y | +288.5% | +93.5% | +195.0% | +172.4% |
| All | +1,097.8% | -15.3% | +1,113.1% | +665.0% |
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