+296.8%
ITOT vs PTEN
-15.6%
+312.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.9% | +3.5% | -4.4% | -1.3% |
| 30D | -1.5% | +17.5% | -19.0% | -3.6% |
| 3M | +3.6% | +12.7% | -9.2% | +1.4% |
| 6M | +13.7% | +33.1% | -19.4% | +8.1% |
| YTD | +12.9% | +116.4% | -103.5% | +0.3% |
| 1Y | +17.2% | +141.2% | -124.0% | +2.1% |
| 3Y | +75.6% | -3.8% | +79.4% | +68.1% |
| 5Y | +75.5% | +92.7% | -17.2% | +47.5% |
| All | +296.8% | -15.6% | +312.4% | +208.0% |
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 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