-24.9%
AFRM vs PTEN
+121.9%
-146.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -7.0% | +0.7% | -7.7% | -7.2% |
| 30D | -7.8% | +31.2% | -39.0% | -16.1% |
| 3M | +5.3% | +2.0% | +3.3% | +2.3% |
| 6M | +42.6% | +42.4% | +0.2% | +19.4% |
| YTD | -2.8% | +109.2% | -112.0% | -30.4% |
| 1Y | -19.3% | +122.3% | -141.6% | -44.4% |
| 3Y | +231.0% | -5.6% | +236.5% | +198.6% |
| 5Y | -22.2% | +86.5% | -108.7% | -33.0% |
| All | -24.9% | +121.9% | -146.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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