-9.2%
STZ vs PTEN
-25.9%
+16.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -1.9% | +31.2% | -33.1% | -4.7% |
| 3M | -6.2% | +2.0% | -8.3% | -6.9% |
| 6M | -14.0% | +42.4% | -56.4% | -17.8% |
| YTD | -5.1% | +109.2% | -114.3% | -13.0% |
| 1Y | -9.6% | +122.3% | -131.9% | -17.9% |
| 3Y | -47.2% | -5.6% | -41.7% | -48.9% |
| 5Y | -33.6% | +86.5% | -120.1% | -42.6% |
| All | -9.2% | -25.9% | +16.6% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling