+31.7%
PTEN vs IAG
+368.9%
-337.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | -1.0% | +4.3% | -5.3% | -1.9% |
| 30D | +29.3% | +9.8% | +19.5% | +26.5% |
| 3M | +7.2% | +28.9% | -21.7% | +0.5% |
| 6M | +43.5% | -7.6% | +51.1% | +41.3% |
| YTD | +113.2% | +22.0% | +91.3% | +95.5% |
| 1Y | +135.1% | +99.5% | +35.6% | +91.8% |
| 3Y | -4.8% | +818.3% | -823.1% | -47.9% |
| 5Y | +94.6% | +785.9% | -691.3% | +1.3% |
| 10Y | -24.2% | +381.1% | -405.3% | -61.5% |
| All | +31.7% | +368.9% | -337.2% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling