+64.3%
FDS vs PTEN
-15.3%
+79.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.8% |
| 7D | -16.0% | +2.8% | -18.8% | -16.2% |
| 30D | -6.7% | +17.6% | -24.3% | -8.0% |
| 3M | +6.0% | +8.2% | -2.2% | +4.9% |
| 6M | +25.1% | +38.1% | -13.0% | +20.8% |
| YTD | -8.1% | +117.3% | -125.4% | -15.0% |
| 1Y | -26.0% | +146.1% | -172.1% | -32.6% |
| 3Y | -36.4% | -3.0% | -33.4% | -38.2% |
| 5Y | -27.7% | +93.5% | -121.2% | -36.4% |
| All | +64.3% | -15.3% | +79.6% | +30.5% |
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