+8,153.7%
STLD vs PTEN
+480.9%
+7,672.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -9.0% | +31.2% | -40.2% | -16.8% |
| 3M | -12.4% | +2.0% | -14.4% | -14.2% |
| 6M | +25.5% | +42.4% | -16.9% | +8.8% |
| YTD | +43.6% | +109.2% | -65.6% | +10.0% |
| 1Y | +87.2% | +122.3% | -35.1% | +39.1% |
| 3Y | +135.2% | -5.6% | +140.8% | +117.3% |
| 5Y | +290.9% | +86.5% | +204.4% | +165.2% |
| 10Y | +1,113.5% | -22.1% | +1,135.6% | +709.4% |
| All | +8,153.7% | +480.9% | +7,672.8% | +3,264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling