+3,523.0%
STT vs PTEN
+1,889.0%
+1,634.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +3.9% | +31.2% | -27.4% | -2.2% |
| 3M | +20.0% | +2.0% | +17.9% | +18.2% |
| 6M | +55.3% | +42.4% | +12.9% | +41.2% |
| YTD | +53.3% | +109.2% | -55.9% | +28.2% |
| 1Y | +74.7% | +122.3% | -47.6% | +43.2% |
| 3Y | +205.8% | -5.6% | +211.4% | +189.1% |
| 5Y | +145.0% | +86.5% | +58.5% | +89.0% |
| 10Y | +266.0% | -22.1% | +288.1% | +177.1% |
| All | +3,523.0% | +1,889.0% | +1,634.0% | +1,994.8% |
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