+724.9%
IWF vs PTEN
+57.4%
+667.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +1.5% | -1.0% | +2.5% | +1.6% |
| 30D | -1.3% | +29.3% | -30.6% | -5.3% |
| 3M | +0.1% | +7.2% | -7.1% | -1.7% |
| 6M | +10.3% | +43.5% | -33.3% | +2.5% |
| YTD | +4.2% | +113.2% | -109.1% | -9.4% |
| 1Y | +9.3% | +135.1% | -125.8% | -6.9% |
| 3Y | +79.3% | -4.8% | +84.2% | +70.7% |
| 5Y | +73.8% | +94.6% | -20.8% | +39.5% |
| 10Y | +410.9% | -24.2% | +435.1% | +296.4% |
| All | +724.9% | +57.4% | +667.5% | +352.7% |
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