+886.2%
IVZ vs PTEN
+941.4%
-55.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.4% | -25.5% | +23.1% | +4.3% |
| 30D | -11.2% | -11.7% | +0.5% | -9.1% |
| 3M | -14.0% | -0.5% | -13.5% | -15.0% |
| 6M | +0.5% | -12.9% | +13.3% | +1.3% |
| YTD | +5.4% | +67.1% | -61.7% | -10.9% |
| 1Y | +19.5% | +70.5% | -51.1% | +0.1% |
| 3Y | +128.7% | -10.4% | +139.2% | +116.2% |
| 5Y | +28.8% | +23.7% | +5.1% | +4.8% |
| 10Y | +52.3% | -42.7% | +95.0% | +18.7% |
| All | +886.2% | +941.4% | -55.2% | +423.2% |
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 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