+578.7%
FE vs PTEN
+5.0%
+573.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.5% | -14.5% | +13.9% | +0.8% |
| 30D | +4.3% | -11.1% | +15.5% | +5.1% |
| 3M | +0.4% | -7.8% | +8.2% | +0.7% |
| 6M | +6.9% | -10.5% | +17.4% | +7.1% |
| YTD | +8.0% | +69.3% | -61.3% | +1.7% |
| 1Y | +4.8% | +70.5% | -65.7% | -1.5% |
| 3Y | +49.0% | -7.1% | +56.1% | +44.4% |
| 5Y | +46.2% | +29.1% | +17.1% | +33.2% |
| 10Y | +120.9% | -44.5% | +165.4% | +92.9% |
| All | +578.7% | +5.0% | +573.7% | +366.1% |
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