+55.4%
IOT vs PTEN
+86.2%
-30.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.5% | +3.5% | -8.0% | -5.1% |
| 30D | -2.4% | +17.5% | -20.0% | -5.4% |
| 3M | +19.0% | +12.7% | +6.2% | +15.4% |
| 6M | +19.6% | +33.1% | -13.4% | +11.2% |
| YTD | +8.3% | +116.4% | -108.2% | -9.8% |
| 1Y | -0.8% | +141.2% | -142.0% | -19.6% |
| 3Y | +24.4% | -3.8% | +28.2% | +16.6% |
| All | +55.4% | +86.2% | -30.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling