+1,131.0%
IJR vs PTEN
+59.8%
+1,071.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.2% | +3.5% | -5.6% | -2.9% |
| 30D | -4.6% | +17.5% | -22.1% | -8.2% |
| 3M | +0.2% | +12.7% | -12.5% | -3.6% |
| 6M | +14.7% | +33.1% | -18.4% | +5.0% |
| YTD | +18.9% | +116.4% | -97.6% | -3.0% |
| 1Y | +19.9% | +141.2% | -121.2% | -5.2% |
| 3Y | +53.0% | -3.8% | +56.8% | +43.1% |
| 5Y | +40.9% | +92.7% | -51.8% | +4.6% |
| 10Y | +171.1% | -17.1% | +188.2% | +92.4% |
| All | +1,131.0% | +59.8% | +1,071.3% | +533.0% |
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 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