-22.6%
FDS vs PTEN
+37.5%
-60.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.5% |
| 7D | -2.1% | -2.2% | 0.0% | -2.0% |
| 30D | +16.0% | -8.0% | +24.0% | +16.2% |
| 3M | +18.8% | -5.0% | +23.8% | +18.6% |
| 6M | +54.1% | -10.6% | +64.7% | +54.4% |
| YTD | +17.0% | +75.5% | -58.5% | +10.8% |
| 1Y | +25.5% | +70.2% | -44.6% | +19.1% |
| 3Y | -23.3% | -3.7% | -19.6% | -25.5% |
| All | -22.6% | +37.5% | -60.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling