+1,965.8%
PTEN vs IFF
+418.2%
+1,547.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.8% | -2.8% | +5.6% | +4.2% |
| 30D | +17.6% | -1.1% | +18.7% | +17.9% |
| 3M | +8.2% | +13.8% | -5.7% | -1.2% |
| 6M | +38.1% | +16.7% | +21.4% | +19.0% |
| YTD | +117.3% | +26.1% | +91.2% | +77.5% |
| 1Y | +146.1% | +33.5% | +112.6% | +93.8% |
| 3Y | -3.0% | +31.6% | -34.6% | -25.3% |
| 5Y | +93.5% | -34.9% | +128.3% | +111.4% |
| 10Y | -16.8% | -20.3% | +3.5% | -19.6% |
| All | +1,965.8% | +418.2% | +1,547.6% | +798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling