+249.1%
IP vs PTEN
+1,488.6%
-1,239.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -5.1% | -25.5% | +20.5% | -0.2% |
| 30D | +8.5% | -11.7% | +20.2% | +10.5% |
| 3M | -13.8% | -0.5% | -13.3% | -14.6% |
| 6M | +5.7% | -12.9% | +18.6% | +5.9% |
| YTD | -9.1% | +67.1% | -76.2% | -20.4% |
| 1Y | -0.8% | +70.5% | -71.4% | -13.6% |
| 3Y | +14.8% | -10.4% | +25.2% | +8.9% |
| 5Y | -11.5% | +23.7% | -35.2% | -25.5% |
| 10Y | +27.9% | -42.7% | +70.6% | +2.5% |
| All | +249.1% | +1,488.6% | -1,239.5% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling