-9.6%
STZ vs PTEN
+135.2%
-144.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | -1.9% | +31.2% | -33.1% | -2.2% |
| 3M | -6.2% | +2.0% | -8.3% | -6.0% |
| 6M | -14.0% | +42.4% | -56.4% | -16.0% |
| YTD | -5.1% | +109.2% | -114.3% | -11.4% |
| 1Y | -9.6% | +122.3% | -131.9% | -15.7% |
| All | -9.6% | +135.2% | -144.8% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling