-4.5%
STM vs PTEN
+33.9%
-38.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.8% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -8.4% | -8.0% | -0.3% | -7.1% |
| 3M | -15.8% | -5.0% | -10.8% | -15.4% |
| 6M | -22.8% | -10.6% | -12.2% | -22.1% |
| YTD | +79.4% | +75.5% | +3.8% | +54.8% |
| 1Y | +97.0% | +70.2% | +26.8% | +70.9% |
| 3Y | +14.2% | -3.7% | +17.9% | +4.9% |
| 5Y | -4.5% | +34.9% | -39.4% | -17.2% |
| All | -4.5% | +33.9% | -38.3% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling