+808.3%
IWM vs PTEN
+54.4%
+753.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -1.3% | +31.2% | -32.5% | -7.5% |
| 3M | +1.6% | +2.0% | -0.4% | -0.1% |
| 6M | +13.6% | +42.4% | -28.9% | +2.2% |
| YTD | +20.8% | +109.2% | -88.4% | -0.8% |
| 1Y | +26.4% | +122.3% | -95.9% | +1.7% |
| 3Y | +60.7% | -5.6% | +66.3% | +50.9% |
| 5Y | +38.2% | +86.5% | -48.3% | +3.2% |
| 10Y | +169.5% | -22.1% | +191.6% | +93.2% |
| All | +808.3% | +54.4% | +753.9% | +351.8% |
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 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