+253.1%
IONQ vs PTEN
+184.1%
+69.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | -10.3% | +18.6% | -28.9% | -15.4% |
| 3M | -32.7% | +12.5% | -45.2% | -36.4% |
| 6M | +6.3% | +41.9% | -35.5% | -10.0% |
| YTD | -15.0% | +117.8% | -132.8% | -39.2% |
| 1Y | -13.3% | +145.3% | -158.6% | -40.5% |
| 3Y | +97.2% | -2.8% | +100.0% | +75.1% |
| 5Y | +278.7% | +93.4% | +185.3% | +185.1% |
| All | +253.1% | +184.1% | +69.1% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling