+699.9%
IYR vs PTEN
+57.4%
+642.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -2.5% | +29.3% | -31.8% | -6.9% |
| 3M | +1.5% | +7.2% | -5.8% | -0.6% |
| 6M | +3.9% | +43.5% | -39.7% | -4.0% |
| YTD | +9.5% | +113.2% | -103.7% | -5.6% |
| 1Y | +7.5% | +135.1% | -127.6% | -9.5% |
| 3Y | +30.8% | -4.8% | +35.6% | +23.8% |
| 5Y | +4.8% | +94.6% | -89.8% | -18.2% |
| 10Y | +64.3% | -24.2% | +88.5% | +22.3% |
| All | +699.9% | +57.4% | +642.5% | +337.2% |
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