+21.1%
STM vs PTEN
-1.7%
+22.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +5.2% | -1.0% | +6.2% | +5.4% |
| 30D | -7.4% | +29.3% | -36.7% | -12.9% |
| 3M | -30.6% | +7.2% | -37.9% | -32.2% |
| 6M | +66.4% | +43.5% | +22.8% | +49.1% |
| YTD | +101.1% | +113.2% | -12.1% | +60.8% |
| 1Y | +97.4% | +135.1% | -37.7% | +51.2% |
| 3Y | +21.1% | -4.8% | +26.0% | -2.3% |
| All | +21.1% | -1.7% | +22.8% | -2.3% |
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