+17,738.5%
FAST vs PTEN
+1,889.0%
+15,849.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -0.8% | +31.2% | -32.0% | -4.8% |
| 3M | +5.8% | +2.0% | +3.7% | +4.6% |
| 6M | +8.0% | +42.4% | -34.4% | +0.9% |
| YTD | +25.6% | +109.2% | -83.6% | +10.8% |
| 1Y | +0.8% | +122.3% | -121.5% | -12.4% |
| 3Y | +86.1% | -5.6% | +91.7% | +77.7% |
| 5Y | +100.2% | +86.5% | +13.7% | +63.6% |
| 10Y | +494.2% | -22.1% | +516.3% | +368.4% |
| All | +17,738.5% | +1,889.0% | +15,849.6% | +8,593.8% |
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