+23.9%
IBN vs PTEN
-3.4%
+27.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.5% | +2.8% | -8.3% | -5.5% |
| 30D | -3.4% | +17.6% | -21.0% | -3.5% |
| 3M | +8.7% | +8.2% | +0.5% | +8.8% |
| 6M | +3.7% | +38.1% | -34.4% | +2.8% |
| YTD | -2.4% | +117.3% | -119.7% | -5.4% |
| 1Y | -8.1% | +146.1% | -154.2% | -11.7% |
| All | +23.9% | -3.4% | +27.2% | +22.2% |
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