+578.0%
FE vs PTEN
+3.7%
+574.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | 0.0% | -25.5% | +25.5% | +2.4% |
| 30D | +5.2% | -11.7% | +16.9% | +6.1% |
| 3M | 0.0% | -0.5% | +0.5% | -0.5% |
| 6M | +5.0% | -12.9% | +17.9% | +5.4% |
| YTD | +7.9% | +67.1% | -59.2% | +1.7% |
| 1Y | +6.3% | +70.5% | -64.2% | -0.1% |
| 3Y | +46.0% | -10.4% | +56.5% | +42.0% |
| 5Y | +45.6% | +23.7% | +22.0% | +33.2% |
| 10Y | +109.3% | -42.7% | +152.0% | +82.1% |
| All | +578.0% | +3.7% | +574.3% | +366.2% |
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 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