+123.4%
ILMN vs PTEN
+135.2%
-11.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.6% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | +9.2% | +31.2% | -22.0% | +10.5% |
| 3M | +29.8% | +2.0% | +27.8% | +30.6% |
| 6M | +69.2% | +42.4% | +26.8% | +67.6% |
| YTD | +66.4% | +109.2% | -42.8% | +55.8% |
| 1Y | +123.4% | +122.3% | +1.1% | +103.5% |
| All | +123.4% | +135.2% | -11.8% | +103.5% |
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 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