+53.0%
IJR vs PTEN
-3.7%
+56.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.2% | +3.5% | -5.6% | -2.8% |
| 30D | -4.6% | +17.5% | -22.1% | -7.5% |
| 3M | +0.2% | +12.7% | -12.5% | -2.5% |
| 6M | +14.7% | +33.1% | -18.4% | +6.0% |
| YTD | +18.9% | +116.4% | -97.6% | -3.2% |
| 1Y | +19.9% | +141.2% | -121.2% | -5.9% |
| 3Y | +53.0% | -3.8% | +56.8% | +39.5% |
| All | +53.0% | -3.7% | +56.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling