+21.0%
ITW vs PTEN
-3.7%
+24.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | -8.3% | +17.5% | -25.9% | -10.1% |
| 3M | +6.0% | +12.7% | -6.7% | +4.3% |
| 6M | 0.0% | +33.1% | -33.1% | -5.3% |
| YTD | +10.2% | +116.4% | -106.2% | -4.7% |
| 1Y | +3.2% | +141.2% | -138.0% | -13.1% |
| 3Y | +21.0% | -3.8% | +24.8% | +12.2% |
| All | +21.0% | -3.7% | +24.7% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling