+5,773.7%
STZ vs PTEN
+1,488.6%
+4,285.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +4.9% | -25.5% | +30.4% | +7.7% |
| 30D | +20.9% | -11.7% | +32.5% | +22.0% |
| 3M | +8.0% | -0.5% | +8.5% | +7.3% |
| 6M | -5.3% | -12.9% | +7.6% | -5.0% |
| YTD | +5.9% | +67.1% | -61.2% | -1.0% |
| 1Y | +14.2% | +70.5% | -56.3% | +6.4% |
| 3Y | -37.0% | -10.4% | -26.5% | -38.8% |
| 5Y | -29.7% | +23.7% | -53.4% | -36.3% |
| 10Y | +5.2% | -42.7% | +47.8% | -8.9% |
| All | +5,773.7% | +1,488.6% | +4,285.1% | +4,096.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling