+1,440.5%
FANG vs PTEN
+0.6%
+1,440.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | +3.5% | -0.6% | +1.0% |
| 30D | +2.6% | +17.5% | -14.9% | -6.4% |
| 3M | +7.6% | +12.7% | -5.2% | -0.8% |
| 6M | +17.3% | +33.1% | -15.8% | -2.4% |
| YTD | +38.7% | +116.4% | -77.8% | -12.4% |
| 1Y | +51.6% | +141.2% | -89.5% | -11.0% |
| 3Y | +50.0% | -3.8% | +53.8% | +35.9% |
| 5Y | +237.6% | +92.7% | +144.9% | +82.3% |
| 10Y | +180.7% | -17.1% | +197.8% | +79.5% |
| All | +1,440.5% | +0.6% | +1,440.0% | +790.6% |
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