+9,751.0%
FDS vs PTEN
+657.3%
+9,093.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.3% |
| 7D | -2.1% | -2.2% | 0.0% | -1.9% |
| 30D | +16.0% | -8.0% | +24.0% | +16.7% |
| 3M | +18.8% | -5.0% | +23.8% | +18.8% |
| 6M | +54.1% | -10.6% | +64.7% | +54.2% |
| YTD | +17.0% | +75.5% | -58.5% | +7.4% |
| 1Y | +25.5% | +70.2% | -44.6% | +15.5% |
| 3Y | -23.3% | -3.7% | -19.6% | -26.6% |
| 5Y | -22.6% | +34.9% | -57.6% | -31.9% |
| 10Y | +130.2% | -41.4% | +171.7% | +93.7% |
| All | +9,751.0% | +657.3% | +9,093.7% | +6,341.8% |
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