-83.2%
IRE vs PTEN
+129.5%
-212.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -7.2% |
| 7D | +29.0% | -1.7% | +30.7% | +29.3% |
| 30D | +24.2% | +18.6% | +5.6% | +19.7% |
| 3M | -53.2% | +12.5% | -65.6% | -55.2% |
| 6M | -36.0% | +41.9% | -77.9% | -53.2% |
| YTD | -51.0% | +117.8% | -168.8% | -78.0% |
| All | -83.2% | +129.5% | -212.7% | -92.8% |
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