+142.3%
IEMG vs PTEN
-0.9%
+143.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | +1.9% | +17.5% | -15.6% | -0.3% |
| 3M | +1.4% | +12.7% | -11.3% | -0.7% |
| 6M | +15.2% | +33.1% | -17.9% | +9.4% |
| YTD | +23.8% | +116.4% | -92.6% | +9.9% |
| 1Y | +30.7% | +141.2% | -110.5% | +13.8% |
| 3Y | +83.3% | -3.8% | +87.1% | +75.5% |
| 5Y | +48.8% | +92.7% | -43.9% | +23.0% |
| 10Y | +142.8% | -17.1% | +159.9% | +91.6% |
| All | +142.3% | -0.9% | +143.2% | +67.2% |
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