+259.7%
IONS vs PTEN
+1,568.7%
-1,308.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | -29.4% | -2.2% | -27.3% | -29.2% |
| 30D | -35.1% | -8.0% | -27.1% | -34.5% |
| 3M | -48.9% | -5.0% | -43.8% | -48.7% |
| 6M | -62.4% | -10.6% | -51.8% | -62.2% |
| YTD | -64.2% | +75.5% | -139.7% | -67.6% |
| 1Y | -60.9% | +70.2% | -131.1% | -64.5% |
| 3Y | -38.9% | -3.7% | -35.2% | -41.9% |
| 5Y | -15.6% | +34.9% | -50.5% | -27.1% |
| 10Y | -33.5% | -41.4% | +8.0% | -45.3% |
| All | +259.7% | +1,568.7% | -1,308.9% | +93.2% |
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 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