+140.2%
STLD vs PTEN
-2.0%
+142.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -9.0% | +31.2% | -40.2% | -15.4% |
| 3M | -12.4% | +2.0% | -14.4% | -13.6% |
| 6M | +25.5% | +42.4% | -16.9% | +10.1% |
| YTD | +43.6% | +109.2% | -65.6% | +11.3% |
| 1Y | +87.2% | +122.3% | -35.1% | +40.6% |
| All | +140.2% | -2.0% | +142.3% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling