+198.1%
IWD vs PTEN
-15.6%
+213.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -0.8% | +3.5% | -4.3% | -1.3% |
| 30D | -0.8% | +17.5% | -18.4% | -3.3% |
| 3M | +6.9% | +12.7% | -5.8% | +4.4% |
| 6M | +18.3% | +33.1% | -14.8% | +11.8% |
| YTD | +22.4% | +116.4% | -94.1% | +7.2% |
| 1Y | +27.4% | +141.2% | -113.7% | +9.3% |
| 3Y | +71.2% | -3.8% | +75.0% | +63.3% |
| 5Y | +75.7% | +92.7% | -17.0% | +44.0% |
| All | +198.1% | -15.6% | +213.7% | +121.0% |
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