+3,152.0%
STT vs PTEN
+1,656.8%
+1,495.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.7% |
| 7D | +4.8% | +10.6% | -5.8% | +2.6% |
| 30D | +3.9% | -4.9% | +8.9% | +4.5% |
| 3M | -8.2% | +1.4% | -9.6% | -9.2% |
| 6M | +15.6% | -7.0% | +22.6% | +15.2% |
| YTD | +37.6% | +84.8% | -47.1% | +17.3% |
| 1Y | +50.1% | +95.7% | -45.6% | +26.2% |
| 3Y | +183.1% | +2.0% | +181.1% | +162.5% |
| 5Y | +104.8% | +48.0% | +56.9% | +65.6% |
| 10Y | +201.9% | -38.3% | +240.2% | +138.8% |
| All | +3,152.0% | +1,656.8% | +1,495.2% | +1,816.5% |
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 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