+38.2%
IVZ vs PTEN
-40.1%
+78.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | +5.1% | +7.2% | -2.1% | +3.3% |
| 30D | -1.6% | -7.4% | +5.8% | -0.4% |
| 3M | -9.1% | -2.4% | -6.7% | -9.8% |
| 6M | +1.8% | -10.0% | +11.8% | +1.8% |
| YTD | +10.8% | +79.7% | -68.9% | -9.3% |
| 1Y | +19.1% | +86.5% | -67.4% | -3.6% |
| 3Y | +144.4% | -1.4% | +145.8% | +123.7% |
| 5Y | +33.6% | +43.9% | -10.4% | +2.3% |
| All | +38.2% | -40.1% | +78.4% | -3.2% |
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 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