-97.6%
IRE vs PTEN
+78.4%
-176.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.9% | -17.7% | -16.4% |
| 7D | -41.9% | -14.5% | -27.4% | -38.4% |
| 30D | -75.1% | -11.1% | -63.9% | -73.5% |
| 3M | -82.4% | -7.8% | -74.6% | -81.6% |
| 6M | -95.5% | -10.5% | -85.0% | -95.4% |
| YTD | -93.1% | +69.3% | -162.3% | -96.6% |
| 1Y | -97.8% | +70.5% | -168.3% | -98.9% |
| All | -97.6% | +78.4% | -176.0% | -98.9% |
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 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