-23.2%
FDS vs PTEN
+94.7%
-117.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.5% |
| 7D | -8.8% | -1.7% | -7.1% | -8.7% |
| 30D | -1.4% | +18.6% | -20.0% | -2.3% |
| 3M | +13.9% | +12.5% | +1.4% | +13.1% |
| 6M | +27.4% | +41.9% | -14.5% | +24.2% |
| YTD | -2.5% | +117.8% | -120.3% | -8.0% |
| 1Y | -23.8% | +145.3% | -169.1% | -29.0% |
| 3Y | -32.5% | -2.8% | -29.7% | -34.0% |
| 5Y | -23.2% | +93.4% | -116.6% | -26.9% |
| All | -23.2% | +94.7% | -117.8% | -26.9% |
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