-28.6%
FDS vs PTEN
+148.3%
-177.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.3% |
| 7D | -14.0% | +3.5% | -17.5% | -13.7% |
| 30D | -6.2% | +17.5% | -23.8% | -5.0% |
| 3M | +10.2% | +12.7% | -2.6% | +13.2% |
| 6M | +27.4% | +33.1% | -5.6% | +31.8% |
| YTD | -9.3% | +116.4% | -125.7% | -4.9% |
| 1Y | -28.6% | +141.2% | -169.8% | -27.2% |
| All | -28.6% | +148.3% | -177.0% | -27.2% |
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