+5,140.0%
ITW vs PTEN
+1,970.6%
+3,169.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.0% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | -10.4% | +18.6% | -29.0% | -12.6% |
| 3M | +3.5% | +12.5% | -8.9% | +0.9% |
| 6M | -3.4% | +41.9% | -45.2% | -9.5% |
| YTD | +8.5% | +117.8% | -109.3% | -4.7% |
| 1Y | +3.2% | +145.3% | -142.1% | -11.3% |
| 3Y | +18.9% | -2.8% | +21.7% | +13.4% |
| 5Y | +35.0% | +93.4% | -58.4% | +11.2% |
| 10Y | +188.6% | -16.6% | +205.2% | +128.7% |
| All | +5,140.0% | +1,970.6% | +3,169.4% | +3,228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling