+576.2%
FE vs PTEN
+29.8%
+546.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -1.2% | +31.2% | -32.4% | -3.6% |
| 3M | +3.5% | +2.0% | +1.5% | +2.8% |
| 6M | -6.1% | +42.4% | -48.5% | -9.7% |
| YTD | +7.6% | +109.2% | -101.6% | -0.2% |
| 1Y | +11.9% | +122.3% | -110.4% | +2.8% |
| 3Y | +48.4% | -5.6% | +54.0% | +44.2% |
| 5Y | +44.8% | +86.5% | -41.7% | +27.6% |
| 10Y | +115.9% | -22.1% | +138.0% | +82.8% |
| All | +576.2% | +29.8% | +546.4% | +357.3% |
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