-42.7%
ILMN vs PTEN
+25.5%
-68.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | -9.8% | -14.5% | +4.7% | -8.0% |
| 30D | -22.7% | -11.1% | -11.6% | -21.8% |
| 3M | +12.1% | -7.8% | +19.9% | +12.6% |
| 6M | +51.5% | -10.5% | +62.0% | +51.8% |
| YTD | +63.9% | +69.3% | -5.4% | +47.0% |
| 1Y | +76.6% | +70.5% | +6.0% | +58.0% |
| 3Y | +124.6% | -7.1% | +131.7% | +111.6% |
| 5Y | -42.7% | +29.1% | -71.9% | -47.8% |
| All | -42.7% | +25.5% | -68.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling