-16.9%
PTEN vs IAG
+427.6%
-444.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +3.5% | -1.1% | +4.5% | +3.6% |
| 30D | +17.5% | +12.1% | +5.4% | +15.3% |
| 3M | +12.7% | +25.5% | -12.8% | +8.1% |
| 6M | +33.1% | -7.1% | +40.2% | +31.9% |
| YTD | +116.4% | +22.9% | +93.6% | +102.5% |
| 1Y | +141.2% | +83.3% | +57.8% | +108.6% |
| 3Y | -3.8% | +808.5% | -812.3% | -41.3% |
| 5Y | +92.7% | +838.0% | -745.3% | +11.0% |
| All | -16.9% | +427.6% | -444.5% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling