+71.6%
IBM vs PTEN
-5.2%
+76.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | -1.5% | +29.3% | -30.8% | -3.3% |
| 3M | -16.8% | +7.2% | -24.0% | -17.1% |
| 6M | -9.0% | +43.5% | -52.6% | -12.6% |
| YTD | -20.1% | +113.2% | -133.3% | -26.7% |
| 1Y | -7.0% | +135.1% | -142.1% | -16.0% |
| All | +71.6% | -5.2% | +76.7% | +61.3% |
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