+753.8%
IWM vs PTEN
+36.4%
+717.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | +1.4% | +10.6% | -9.2% | -0.9% |
| 30D | +2.3% | -4.9% | +7.2% | +2.8% |
| 3M | -8.3% | +1.4% | -9.8% | -9.5% |
| 6M | -1.3% | -7.0% | +5.7% | -1.9% |
| YTD | +13.5% | +84.8% | -71.3% | -4.9% |
| 1Y | +18.4% | +95.7% | -77.3% | -2.2% |
| 3Y | +69.6% | +2.0% | +67.6% | +55.8% |
| 5Y | +23.3% | +48.0% | -24.7% | -3.1% |
| 10Y | +147.0% | -38.3% | +185.3% | +86.4% |
| All | +753.8% | +36.4% | +717.4% | +333.1% |
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