+84.9%
PTEN vs IAG
+56.5%
+28.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +10.2% | -19.6% | -8.1% |
| 7D | -15.5% | +1.1% | -16.6% | -14.9% |
| 30D | -7.8% | -5.3% | -2.5% | -7.5% |
| 3M | +6.4% | +18.0% | -11.6% | +9.3% |
| 6M | -11.9% | +7.1% | -19.0% | -9.6% |
| YTD | +79.4% | +5.9% | +73.4% | +83.3% |
| 1Y | +84.9% | +59.4% | +25.5% | +79.3% |
| All | +84.9% | +56.5% | +28.4% | +79.3% |
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