+2,263.8%
ICE vs PTEN
-38.3%
+2,302.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -1.2% | -1.0% | -0.1% | -1.0% |
| 30D | +5.0% | +29.3% | -24.3% | -0.3% |
| 3M | +13.9% | +7.2% | +6.6% | +11.2% |
| 6M | -4.4% | +43.5% | -48.0% | -12.4% |
| YTD | -1.9% | +113.2% | -115.2% | -17.1% |
| 1Y | -8.1% | +135.1% | -143.2% | -24.3% |
| 3Y | +42.5% | -4.8% | +47.3% | +33.7% |
| 5Y | +40.6% | +94.6% | -54.0% | +4.3% |
| 10Y | +217.1% | -24.2% | +241.3% | +123.8% |
| All | +2,263.8% | -38.3% | +2,302.2% | +872.5% |
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 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