+124.4%
IAU vs PTEN
-3.7%
+128.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | -1.5% | +17.5% | -19.1% | -1.8% |
| 3M | +3.3% | +12.7% | -9.5% | +3.0% |
| 6M | -16.2% | +33.1% | -49.3% | -17.1% |
| YTD | +0.7% | +116.4% | -115.8% | -2.5% |
| 1Y | +19.2% | +141.2% | -121.9% | +14.8% |
| 3Y | +124.4% | -3.8% | +128.2% | +130.2% |
| All | +124.4% | -3.7% | +128.1% | +130.2% |
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