+103.1%
STT vs PTEN
+49.0%
+54.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.7% |
| 7D | +4.8% | +10.6% | -5.8% | +2.7% |
| 30D | +3.9% | -4.9% | +8.9% | +4.4% |
| 3M | -8.2% | +1.4% | -9.6% | -9.2% |
| 6M | +15.6% | -7.0% | +22.6% | +15.3% |
| YTD | +37.6% | +84.8% | -47.1% | +16.3% |
| 1Y | +50.1% | +95.7% | -45.6% | +25.0% |
| 3Y | +183.1% | +2.0% | +181.1% | +159.7% |
| All | +103.1% | +49.0% | +54.1% | +62.5% |
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