-16.9%
PTEN vs IFF
-20.3%
+3.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +3.5% | -3.2% | +6.6% | +4.9% |
| 30D | +17.5% | -0.3% | +17.8% | +17.4% |
| 3M | +12.7% | +8.4% | +4.3% | +6.7% |
| 6M | +33.1% | +23.0% | +10.1% | +13.3% |
| YTD | +116.4% | +25.5% | +91.0% | +79.8% |
| 1Y | +141.2% | +29.1% | +112.1% | +96.1% |
| 3Y | -3.8% | +31.7% | -35.4% | -25.8% |
| 5Y | +92.7% | -35.2% | +127.9% | +118.8% |
| All | -16.9% | -20.3% | +3.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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