-37.0%
STZ vs PTEN
-13.8%
-23.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +4.9% | -25.5% | +30.4% | +6.1% |
| 30D | +20.9% | -11.7% | +32.5% | +21.2% |
| 3M | +8.0% | -0.5% | +8.5% | +7.2% |
| 6M | -5.3% | -12.9% | +7.6% | -5.4% |
| YTD | +5.9% | +67.1% | -61.2% | -0.8% |
| 1Y | +14.2% | +70.5% | -56.3% | +6.7% |
| 3Y | -37.0% | -10.4% | -26.5% | -39.7% |
| All | -37.0% | -13.8% | -23.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling