+19.6%
SW vs PTEN
-8.3%
+27.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +31.2% | -35.8% | -7.6% |
| 3M | +9.4% | +2.0% | +7.4% | +9.1% |
| 6M | +3.5% | +42.4% | -38.9% | -4.9% |
| YTD | +22.0% | +109.2% | -87.2% | +2.1% |
| 1Y | +2.2% | +122.3% | -120.1% | -16.5% |
| All | +19.6% | -8.3% | +27.9% | -8.8% |
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