+3.2%
ITW vs PTEN
+148.3%
-145.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.7% | +3.5% | -4.2% | -0.6% |
| 30D | -8.3% | +17.5% | -25.9% | -7.8% |
| 3M | +6.0% | +12.7% | -6.7% | +7.3% |
| 6M | 0.0% | +33.1% | -33.1% | -0.7% |
| YTD | +10.2% | +116.4% | -106.2% | +2.7% |
| 1Y | +3.2% | +141.2% | -138.0% | -4.8% |
| All | +3.2% | +148.3% | -145.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling