+3,958.1%
IBM vs PTEN
+1,889.0%
+2,069.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.3% | +31.2% | -30.9% | -2.8% |
| 3M | -21.6% | +2.0% | -23.6% | -22.3% |
| 6M | -4.7% | +42.4% | -47.1% | -9.3% |
| YTD | -19.1% | +109.2% | -128.3% | -26.3% |
| 1Y | -2.5% | +122.3% | -124.8% | -12.1% |
| 3Y | +74.2% | -5.6% | +79.7% | +68.3% |
| 5Y | +113.1% | +86.5% | +26.6% | +84.7% |
| 10Y | +133.5% | -22.1% | +155.7% | +96.0% |
| All | +3,958.1% | +1,889.0% | +2,069.2% | +2,816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling