+60.9%
IVZ vs PTEN
-24.5%
+85.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | +3.1% | +29.3% | -26.2% | -3.8% |
| 3M | +18.2% | +7.2% | +10.9% | +14.5% |
| 6M | +38.6% | +43.5% | -4.9% | +22.6% |
| YTD | +25.9% | +113.2% | -87.3% | -0.3% |
| 1Y | +51.7% | +135.1% | -83.4% | +15.9% |
| 3Y | +138.7% | -4.8% | +143.5% | +122.0% |
| 5Y | +62.8% | +94.6% | -31.8% | +15.7% |
| 10Y | +60.9% | -24.2% | +85.1% | +6.7% |
| All | +60.9% | -24.5% | +85.4% | +6.7% |
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