+209.4%
IEFA vs PTEN
-0.5%
+210.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -2.7% |
| 30D | -2.1% | +17.6% | -19.7% | -4.1% |
| 3M | +5.5% | +8.2% | -2.6% | +3.9% |
| 6M | +8.1% | +38.1% | -30.0% | +2.5% |
| YTD | +11.9% | +117.3% | -105.4% | -0.1% |
| 1Y | +18.1% | +146.1% | -128.0% | +3.3% |
| 3Y | +65.5% | -3.0% | +68.5% | +58.6% |
| 5Y | +50.1% | +93.5% | -43.4% | +26.0% |
| 10Y | +144.2% | -16.8% | +161.0% | +93.6% |
| All | +209.4% | -0.5% | +210.0% | +122.8% |
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