-2.6%
SW vs PTEN
+22.3%
-24.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.3% | -25.5% | +27.8% | +5.1% |
| 30D | +6.8% | -11.7% | +18.4% | +7.7% |
| 3M | -5.2% | -0.5% | -4.7% | -6.0% |
| 6M | +7.4% | -12.9% | +20.3% | +7.4% |
| YTD | +17.4% | +67.1% | -49.7% | +4.3% |
| 1Y | +27.1% | +70.5% | -43.4% | +12.4% |
| 3Y | +47.9% | -10.4% | +58.3% | +37.4% |
| All | -2.6% | +22.3% | -24.9% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling