+17.6%
IP vs PTEN
-38.4%
+56.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.9% |
| 7D | -0.3% | +10.6% | -10.9% | -2.1% |
| 30D | +7.9% | -4.9% | +12.9% | +8.4% |
| 3M | -15.3% | +1.4% | -16.8% | -16.3% |
| 6M | +10.5% | -7.0% | +17.5% | +9.5% |
| YTD | -9.4% | +84.8% | -94.2% | -22.9% |
| 1Y | -4.6% | +95.7% | -100.3% | -19.8% |
| 3Y | +21.2% | +2.0% | +19.3% | +11.6% |
| 5Y | -13.3% | +48.0% | -61.3% | -30.6% |
| All | +17.6% | -38.4% | +56.0% | -14.1% |
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