+40.0%
IWM vs PTEN
+88.2%
-48.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +1.4% | -1.0% | +2.4% | +1.6% |
| 30D | -2.3% | +29.3% | -31.6% | -7.1% |
| 3M | +4.0% | +7.2% | -3.3% | +1.8% |
| 6M | +17.9% | +43.5% | -25.6% | +7.4% |
| YTD | +20.2% | +113.2% | -93.0% | +0.2% |
| 1Y | +25.0% | +135.1% | -110.1% | +1.3% |
| 3Y | +66.0% | -4.8% | +70.8% | +55.3% |
| 5Y | +40.0% | +94.6% | -54.6% | +8.8% |
| All | +40.0% | +88.2% | -48.1% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling