+111.6%
INDA vs PTEN
-11.7%
+123.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.9% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -2.5% | +29.3% | -31.8% | -5.4% |
| 3M | +4.0% | +7.2% | -3.3% | +2.6% |
| 6M | -1.8% | +43.5% | -45.3% | -6.9% |
| YTD | -9.2% | +113.2% | -122.4% | -18.0% |
| 1Y | -7.2% | +135.1% | -142.3% | -17.5% |
| 3Y | +9.8% | -4.8% | +14.7% | +5.9% |
| 5Y | +7.5% | +94.6% | -87.1% | -10.2% |
| 10Y | +80.8% | -24.2% | +105.0% | +41.9% |
| All | +111.6% | -11.7% | +123.3% | +53.1% |
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