+147.3%
IBM vs PTEN
-38.4%
+185.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.7% |
| 7D | +1.6% | +10.6% | -9.0% | +0.3% |
| 30D | +9.2% | -4.9% | +14.1% | +9.6% |
| 3M | +4.9% | +1.4% | +3.5% | +4.3% |
| 6M | +16.8% | -7.0% | +23.8% | +16.6% |
| YTD | -14.3% | +84.8% | -99.1% | -22.2% |
| 1Y | -16.7% | +95.7% | -112.4% | -25.0% |
| 3Y | +82.2% | +2.0% | +80.3% | +73.3% |
| 5Y | +149.9% | +48.0% | +102.0% | +116.4% |
| All | +147.3% | -38.4% | +185.7% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling