+2,285.7%
STM vs PTEN
+2,014.4%
+271.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +5.8% | +0.7% | +5.1% | +5.6% |
| 30D | -1.0% | +31.2% | -32.2% | -6.8% |
| 3M | -33.3% | +2.0% | -35.3% | -34.0% |
| 6M | +57.4% | +42.4% | +15.0% | +43.4% |
| YTD | +102.2% | +109.2% | -7.0% | +69.2% |
| 1Y | +99.6% | +122.3% | -22.7% | +63.4% |
| 3Y | +14.5% | -5.6% | +20.1% | +8.5% |
| 5Y | +21.4% | +86.5% | -65.1% | -7.0% |
| 10Y | +695.0% | -22.1% | +717.1% | +487.0% |
| All | +2,285.7% | +2,014.4% | +271.4% | +1,174.4% |
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