+351.3%
FERG vs PTEN
-15.6%
+366.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -2.6% | +3.5% | -6.0% | -2.8% |
| 30D | -8.9% | +17.5% | -26.4% | -9.7% |
| 3M | -2.0% | +12.7% | -14.8% | -2.9% |
| 6M | -3.2% | +33.1% | -36.3% | -5.3% |
| YTD | +1.5% | +116.4% | -114.9% | -3.7% |
| 1Y | +0.5% | +141.2% | -140.7% | -5.4% |
| 3Y | +50.4% | -3.8% | +54.2% | +45.7% |
| 5Y | +68.7% | +92.7% | -24.0% | +61.8% |
| All | +351.3% | -15.6% | +366.9% | +371.5% |
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