+86.9%
STLD vs PTEN
+135.1%
-48.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.1% |
| 7D | -2.8% | -1.7% | -1.1% | -2.6% |
| 30D | -10.4% | +18.6% | -29.0% | -12.2% |
| 3M | -10.6% | +12.5% | -23.0% | -12.2% |
| 6M | +32.7% | +41.9% | -9.2% | +22.3% |
| YTD | +42.8% | +117.8% | -75.0% | +19.0% |
| 1Y | +86.9% | +145.3% | -58.4% | +47.9% |
| All | +86.9% | +135.1% | -48.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling