+40.0%
ICE vs PTEN
+89.3%
-49.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -5.3% | +2.8% | -8.1% | -5.5% |
| 30D | +3.0% | +17.6% | -14.6% | +1.8% |
| 3M | +11.4% | +8.2% | +3.3% | +10.6% |
| 6M | -2.0% | +38.1% | -40.1% | -4.9% |
| YTD | -3.1% | +117.3% | -120.4% | -9.4% |
| 1Y | -8.4% | +146.1% | -154.5% | -15.5% |
| 3Y | +40.7% | -3.0% | +43.8% | +37.6% |
| 5Y | +40.0% | +93.5% | -53.5% | +33.9% |
| All | +40.0% | +89.3% | -49.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling