+50.9%
PTEN vs IAG
+421.7%
-370.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.7% |
| 7D | +10.6% | -7.7% | +18.3% | +11.6% |
| 30D | -4.9% | +1.6% | -6.5% | -5.7% |
| 3M | +1.4% | -2.4% | +3.9% | +0.8% |
| 6M | -7.0% | -7.8% | +0.8% | -7.6% |
| YTD | +84.8% | +5.0% | +79.7% | +74.5% |
| 1Y | +95.7% | +25.7% | +70.0% | +77.8% |
| 3Y | +2.0% | +694.5% | -692.5% | -45.0% |
| All | +50.9% | +421.7% | -370.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling