+37.0%
ILMN vs PTEN
-1.7%
+38.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +12.3% | +29.3% | -17.0% | +8.0% |
| 3M | +33.5% | +7.2% | +26.3% | +31.7% |
| 6M | +69.4% | +43.5% | +25.8% | +56.1% |
| YTD | +60.9% | +113.2% | -52.3% | +35.1% |
| 1Y | +115.0% | +135.1% | -20.1% | +75.0% |
| 3Y | +37.0% | -4.8% | +41.8% | +21.6% |
| All | +37.0% | -1.7% | +38.7% | +21.6% |
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