+122.3%
PTEN vs IAG
+119.5%
+2.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.2% |
| 7D | +0.7% | -0.5% | +1.3% | +0.7% |
| 30D | +31.2% | +28.9% | +2.3% | +34.0% |
| 3M | +2.0% | +19.1% | -17.1% | +3.9% |
| 6M | +42.4% | -10.3% | +52.7% | +45.9% |
| YTD | +109.2% | +24.2% | +85.0% | +113.6% |
| 1Y | +122.3% | +116.5% | +5.8% | +140.5% |
| All | +122.3% | +119.5% | +2.8% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling