+1,045.4%
ILMN vs PTEN
+46.3%
+999.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +9.2% | +31.2% | -22.0% | +3.9% |
| 3M | +29.8% | +2.0% | +27.8% | +28.2% |
| 6M | +69.2% | +42.4% | +26.8% | +56.0% |
| YTD | +66.4% | +109.2% | -42.8% | +42.6% |
| 1Y | +123.4% | +122.3% | +1.1% | +88.5% |
| 3Y | +33.2% | -5.6% | +38.7% | +26.4% |
| 5Y | -52.0% | +86.5% | -138.5% | -62.2% |
| 10Y | +33.6% | -22.1% | +55.7% | +0.1% |
| All | +1,045.4% | +46.3% | +999.0% | +535.0% |
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