-13.5%
IP vs PTEN
+33.9%
-47.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | +9.2% | -8.0% | +17.2% | +10.0% |
| 3M | -16.1% | -5.0% | -11.1% | -16.2% |
| 6M | +9.6% | -10.6% | +20.2% | +9.5% |
| YTD | -8.8% | +75.5% | -84.3% | -20.7% |
| 1Y | -5.5% | +70.2% | -75.7% | -17.5% |
| 3Y | +19.6% | -3.7% | +23.3% | +11.0% |
| 5Y | -13.5% | +34.9% | -48.4% | -23.9% |
| All | -13.5% | +33.9% | -47.3% | -23.9% |
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