+637.7%
IONS vs PTEN
+1,889.0%
-1,251.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -4.8% | +0.7% | -5.6% | -4.9% |
| 30D | +7.2% | +31.2% | -24.0% | +3.0% |
| 3M | -22.7% | +2.0% | -24.7% | -23.4% |
| 6M | -26.9% | +42.4% | -69.3% | -31.4% |
| YTD | -26.6% | +109.2% | -135.8% | -34.9% |
| 1Y | -2.1% | +122.3% | -124.4% | -14.4% |
| 3Y | +43.4% | -5.6% | +49.0% | +37.2% |
| 5Y | +47.0% | +86.5% | -39.5% | +20.8% |
| 10Y | +97.2% | -22.1% | +119.3% | +55.5% |
| All | +637.7% | +1,889.0% | -1,251.3% | +288.0% |
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