-9.5%
ICE vs PTEN
+148.3%
-157.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -2.4% | +3.5% | -5.9% | -2.4% |
| 30D | +4.0% | +17.5% | -13.5% | +4.0% |
| 3M | +13.7% | +12.7% | +0.9% | +14.0% |
| 6M | +0.9% | +33.1% | -32.1% | +0.7% |
| YTD | -2.1% | +116.4% | -118.6% | -4.3% |
| 1Y | -9.5% | +141.2% | -150.7% | -12.4% |
| All | -9.5% | +148.3% | -157.8% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling