-13.6%
IP vs PTEN
+49.0%
-62.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.1% |
| 7D | -0.3% | +10.6% | -10.9% | -1.6% |
| 30D | +7.9% | -4.9% | +12.9% | +8.3% |
| 3M | -15.3% | +1.4% | -16.8% | -16.1% |
| 6M | +10.5% | -7.0% | +17.5% | +9.9% |
| YTD | -9.4% | +84.8% | -94.2% | -21.8% |
| 1Y | -4.6% | +95.7% | -100.3% | -18.6% |
| 3Y | +21.2% | +2.0% | +19.3% | +11.6% |
| All | -13.6% | +49.0% | -62.6% | -25.0% |
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