+24.1%
IP vs PTEN
-43.7%
+67.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.5% |
| 7D | 0.0% | -14.5% | +14.5% | +2.7% |
| 30D | +9.4% | -11.1% | +20.5% | +11.2% |
| 3M | -14.1% | -7.8% | -6.2% | -13.6% |
| 6M | +9.2% | -10.5% | +19.7% | +8.8% |
| YTD | -7.5% | +69.3% | -76.8% | -20.1% |
| 1Y | -2.8% | +70.5% | -73.3% | -16.2% |
| 3Y | +21.2% | -7.1% | +28.4% | +13.5% |
| 5Y | -11.5% | +29.1% | -40.6% | -27.3% |
| All | +24.1% | -43.7% | +67.8% | -7.1% |
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 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