+12.5%
STZ vs PTEN
-44.3%
+56.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +5.3% | -14.5% | +19.8% | +6.8% |
| 30D | +19.6% | -11.1% | +30.7% | +20.5% |
| 3M | +10.0% | -7.8% | +17.8% | +10.2% |
| 6M | -0.3% | -10.5% | +10.2% | -0.3% |
| YTD | +8.6% | +69.3% | -60.7% | +1.1% |
| 1Y | +16.6% | +70.5% | -53.9% | +8.4% |
| 3Y | -34.8% | -7.1% | -27.7% | -37.0% |
| 5Y | -27.8% | +29.1% | -57.0% | -35.3% |
| 10Y | +12.5% | -44.5% | +57.0% | -8.9% |
| All | +12.5% | -44.3% | +56.8% | -8.9% |
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