-23.0%
IDXX vs PTEN
+87.9%
-110.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -5.7% | +3.5% | -9.2% | -6.0% |
| 30D | -11.5% | +17.5% | -29.1% | -12.9% |
| 3M | -9.5% | +12.7% | -22.3% | -10.8% |
| 6M | -16.0% | +33.1% | -49.0% | -19.2% |
| YTD | -25.4% | +116.4% | -141.8% | -32.6% |
| 1Y | -21.8% | +141.2% | -162.9% | -30.6% |
| 3Y | +7.0% | -3.8% | +10.8% | +2.5% |
| All | -23.0% | +87.9% | -110.8% | -26.0% |
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