-42.5%
IONS vs PTEN
-40.1%
-2.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.8% |
| 7D | -29.6% | +7.2% | -36.8% | -30.1% |
| 30D | -35.6% | -7.4% | -28.2% | -35.2% |
| 3M | -51.7% | -2.4% | -49.3% | -51.7% |
| 6M | -64.0% | -10.0% | -54.0% | -63.9% |
| YTD | -65.5% | +79.7% | -145.2% | -67.7% |
| 1Y | -62.4% | +86.5% | -148.9% | -65.0% |
| 3Y | -41.1% | -1.4% | -39.7% | -43.1% |
| 5Y | -16.5% | +43.9% | -60.4% | -24.3% |
| All | -42.5% | -40.1% | -2.4% | -47.3% |
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 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