+201.7%
IWD vs PTEN
-38.4%
+240.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.2% |
| 7D | +2.3% | +10.6% | -8.3% | +0.8% |
| 30D | +3.6% | -4.9% | +8.5% | +3.9% |
| 3M | +2.2% | +1.4% | +0.7% | +1.3% |
| 6M | +13.0% | -7.0% | +20.0% | +12.6% |
| YTD | +26.5% | +84.8% | -58.3% | +12.8% |
| 1Y | +30.1% | +95.7% | -65.5% | +14.9% |
| 3Y | +84.9% | +2.0% | +82.9% | +74.2% |
| 5Y | +73.4% | +48.0% | +25.4% | +47.5% |
| All | +201.7% | -38.4% | +240.1% | +136.2% |
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