-54.1%
ILMN vs PTEN
+94.7%
-148.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.1% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | +6.9% | +18.6% | -11.7% | +4.6% |
| 3M | +28.1% | +12.5% | +15.6% | +25.6% |
| 6M | +65.0% | +41.9% | +23.1% | +55.3% |
| YTD | +56.3% | +117.8% | -61.5% | +37.4% |
| 1Y | +108.7% | +145.3% | -36.6% | +79.4% |
| 3Y | +33.1% | -2.8% | +35.9% | +24.7% |
| 5Y | -54.1% | +93.4% | -147.5% | -57.5% |
| All | -54.1% | +94.7% | -148.8% | -57.5% |
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 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