+117.9%
STLD vs PTEN
-9.2%
+127.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -9.7% | -16.4% | +6.8% | -5.3% |
| 30D | -4.5% | -12.8% | +8.3% | -1.5% |
| 3M | -13.1% | +0.7% | -13.8% | -14.0% |
| 6M | -2.8% | -12.2% | +9.4% | -1.3% |
| YTD | +35.3% | +66.1% | -30.7% | +9.6% |
| 1Y | +51.4% | +69.2% | -17.9% | +21.2% |
| 3Y | +117.9% | -8.2% | +126.1% | +98.1% |
| All | +117.9% | -9.2% | +127.2% | +98.1% |
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