+121.8%
INDA vs PTEN
-23.4%
+145.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.5% |
| 7D | +1.1% | +10.6% | -9.5% | 0.0% |
| 30D | +9.4% | -4.9% | +14.3% | +9.6% |
| 3M | +2.9% | +1.4% | +1.5% | +2.2% |
| 6M | +7.2% | -7.0% | +14.3% | +6.9% |
| YTD | -4.8% | +84.8% | -89.6% | -13.1% |
| 1Y | -5.1% | +95.7% | -100.8% | -14.0% |
| 3Y | +16.7% | +2.0% | +14.7% | +11.0% |
| 5Y | +8.8% | +48.0% | -39.2% | -6.1% |
| 10Y | +116.2% | -38.3% | +154.6% | +73.9% |
| All | +121.8% | -23.4% | +145.2% | +62.3% |
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