+3.5%
SW vs PTEN
+45.7%
-42.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.9% |
| 7D | -5.1% | +0.7% | -5.8% | -4.7% |
| 30D | -4.6% | +31.2% | -35.8% | +6.3% |
| 3M | +9.4% | +2.0% | +7.4% | +12.7% |
| 6M | +3.5% | +42.4% | -38.9% | +12.8% |
| All | +3.5% | +45.7% | -42.2% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling