+30.7%
IEMG vs PTEN
+148.3%
-117.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.3% |
| 30D | +1.9% | +17.5% | -15.6% | +2.1% |
| 3M | +1.4% | +12.7% | -11.3% | +1.5% |
| 6M | +15.2% | +33.1% | -17.9% | +13.8% |
| YTD | +23.8% | +116.4% | -92.6% | +15.2% |
| 1Y | +30.7% | +141.2% | -110.5% | +19.0% |
| All | +30.7% | +148.3% | -117.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling