-16.8%
FDS vs PTEN
+135.2%
-152.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.6% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | +9.0% | +31.2% | -22.2% | +11.3% |
| 3M | +18.9% | +2.0% | +16.8% | +21.8% |
| 6M | +35.1% | +42.4% | -7.3% | +40.2% |
| YTD | +5.5% | +109.2% | -103.7% | +10.0% |
| 1Y | -16.8% | +122.3% | -139.1% | -14.8% |
| All | -16.8% | +135.2% | -152.0% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling