+8,782.6%
FDS vs PTEN
+802.7%
+7,979.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +9.0% | +31.2% | -22.2% | +5.4% |
| 3M | +18.9% | +2.0% | +16.8% | +17.7% |
| 6M | +35.1% | +42.4% | -7.3% | +28.2% |
| YTD | +5.5% | +109.2% | -103.7% | -4.7% |
| 1Y | -16.8% | +122.3% | -139.1% | -25.7% |
| 3Y | -28.1% | -5.6% | -22.5% | -30.8% |
| 5Y | -17.4% | +86.5% | -103.9% | -30.1% |
| 10Y | +85.4% | -22.1% | +107.6% | +51.0% |
| All | +8,782.6% | +802.7% | +7,979.9% | +5,618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling