+644.6%
STM vs PTEN
-15.3%
+659.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -1.1% | +2.8% | -3.8% | -1.6% |
| 30D | -7.8% | +17.6% | -25.4% | -10.8% |
| 3M | -28.2% | +8.2% | -36.4% | -29.8% |
| 6M | +52.0% | +38.1% | +13.9% | +40.1% |
| YTD | +96.4% | +117.3% | -20.9% | +64.5% |
| 1Y | +98.8% | +146.1% | -47.3% | +61.0% |
| 3Y | +18.3% | -3.0% | +21.3% | +11.1% |
| 5Y | +17.7% | +93.5% | -75.7% | -9.1% |
| All | +644.6% | -15.3% | +659.9% | +431.8% |
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