+16.3%
STZ vs PTEN
-38.4%
+54.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.4% |
| 7D | +2.6% | +10.6% | -8.0% | +1.6% |
| 30D | +15.2% | -4.9% | +20.1% | +15.4% |
| 3M | +7.6% | +1.4% | +6.2% | +6.9% |
| 6M | +5.3% | -7.0% | +12.3% | +5.0% |
| YTD | +8.6% | +84.8% | -76.1% | +0.3% |
| 1Y | +15.6% | +95.7% | -80.1% | +6.0% |
| 3Y | -35.2% | +2.0% | -37.1% | -38.0% |
| 5Y | -29.1% | +48.0% | -77.1% | -37.3% |
| All | +16.3% | -38.4% | +54.8% | -6.6% |
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