+726.5%
IWD vs PTEN
+54.4%
+672.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.6% | +31.2% | -30.6% | -4.6% |
| 3M | +7.2% | +2.0% | +5.2% | +5.8% |
| 6M | +16.2% | +42.4% | -26.2% | +6.8% |
| YTD | +23.3% | +109.2% | -85.9% | +5.1% |
| 1Y | +29.6% | +122.3% | -92.7% | +8.5% |
| 3Y | +70.5% | -5.6% | +76.0% | +61.1% |
| 5Y | +73.5% | +86.5% | -13.0% | +34.7% |
| 10Y | +198.3% | -22.1% | +220.4% | +121.2% |
| All | +726.5% | +54.4% | +672.1% | +343.4% |
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