+195.6%
STT vs PTEN
-3.1%
+198.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | +1.0% | -1.7% | +2.6% | +1.2% |
| 30D | +2.8% | +18.6% | -15.8% | -0.7% |
| 3M | +18.1% | +12.5% | +5.7% | +14.7% |
| 6M | +59.2% | +41.9% | +17.4% | +44.8% |
| YTD | +51.5% | +117.8% | -66.3% | +23.8% |
| 1Y | +75.7% | +145.3% | -69.7% | +38.0% |
| All | +195.6% | -3.1% | +198.7% | +162.0% |
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