+123.4%
FE vs PTEN
-38.4%
+161.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.9% |
| 7D | +1.2% | +10.6% | -9.4% | +0.7% |
| 30D | +4.5% | -4.9% | +9.5% | +4.7% |
| 3M | +1.3% | +1.4% | -0.1% | +1.0% |
| 6M | +8.7% | -7.0% | +15.7% | +8.5% |
| YTD | +9.2% | +84.8% | -75.6% | +4.7% |
| 1Y | +7.0% | +95.7% | -88.7% | +2.2% |
| 3Y | +51.4% | +2.0% | +49.4% | +48.0% |
| 5Y | +47.7% | +48.0% | -0.3% | +38.8% |
| All | +123.4% | -38.4% | +161.8% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling