+25.9%
IWM vs PTEN
+33.9%
-8.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.2% |
| 7D | -0.3% | -2.2% | +1.8% | 0.0% |
| 30D | +1.9% | -8.0% | +9.9% | +2.9% |
| 3M | -5.7% | -5.0% | -0.7% | -5.6% |
| 6M | -0.3% | -10.6% | +10.4% | 0.0% |
| YTD | +15.8% | +75.5% | -59.7% | -0.8% |
| 1Y | +17.1% | +70.2% | -53.1% | +0.8% |
| 3Y | +73.1% | -3.7% | +76.8% | +60.6% |
| 5Y | +25.9% | +34.9% | -9.1% | +4.0% |
| All | +25.9% | +33.9% | -8.0% | +4.0% |
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 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