+755.3%
IVV vs PTEN
+9.4%
+745.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -0.6% | -14.5% | +13.9% | +1.8% |
| 30D | -3.7% | -11.1% | +7.5% | -2.2% |
| 3M | -2.7% | -7.8% | +5.1% | -2.1% |
| 6M | +2.2% | -10.5% | +12.7% | +2.5% |
| YTD | +10.9% | +69.3% | -58.4% | -1.1% |
| 1Y | +11.3% | +70.5% | -59.2% | -1.1% |
| 3Y | +76.9% | -7.1% | +84.0% | +67.9% |
| 5Y | +73.5% | +29.1% | +44.3% | +46.9% |
| 10Y | +307.4% | -44.5% | +351.9% | +228.5% |
| All | +755.3% | +9.4% | +745.9% | +383.9% |
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 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