+41.3%
ICE vs PTEN
-3.1%
+44.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | +4.0% | +18.6% | -14.6% | +3.0% |
| 3M | +11.0% | +12.5% | -1.5% | +10.1% |
| 6M | -5.0% | +41.9% | -46.8% | -7.4% |
| YTD | -2.7% | +117.8% | -120.5% | -8.4% |
| 1Y | -8.6% | +145.3% | -153.9% | -15.0% |
| All | +41.3% | -3.1% | +44.4% | +39.5% |
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