+134.5%
IBM vs PTEN
-15.3%
+149.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | -1.8% | +17.6% | -19.4% | -3.8% |
| 3M | -13.5% | +8.2% | -21.6% | -14.8% |
| 6M | -5.1% | +38.1% | -43.2% | -9.9% |
| YTD | -19.4% | +117.3% | -136.7% | -28.0% |
| 1Y | -6.5% | +146.1% | -152.6% | -18.1% |
| 3Y | +73.8% | -3.0% | +76.8% | +66.8% |
| 5Y | +116.3% | +93.5% | +22.9% | +81.3% |
| All | +134.5% | -15.3% | +149.8% | +71.8% |
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 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