+528.7%
FAST vs PTEN
-15.6%
+544.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | +3.5% | -4.0% | -0.9% |
| 30D | -5.6% | +17.5% | -23.1% | -7.3% |
| 3M | +6.9% | +12.7% | -5.8% | +5.0% |
| 6M | +7.0% | +33.1% | -26.1% | +2.4% |
| YTD | +24.9% | +116.4% | -91.5% | +12.8% |
| 1Y | +6.5% | +141.2% | -134.7% | -5.5% |
| 3Y | +94.1% | -3.8% | +97.9% | +86.8% |
| 5Y | +107.7% | +92.7% | +15.0% | +77.3% |
| All | +528.7% | -15.6% | +544.3% | +414.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling