+23.9%
IP vs PTEN
-8.3%
+32.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -10.9% | +31.2% | -42.1% | -13.9% |
| 3M | +11.2% | +2.0% | +9.1% | +10.7% |
| 6M | -10.2% | +42.4% | -52.6% | -17.7% |
| YTD | -2.0% | +109.2% | -111.2% | -18.1% |
| 1Y | -19.1% | +122.3% | -141.4% | -33.8% |
| All | +23.9% | -8.3% | +32.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling