+126.6%
FHN vs PTEN
-15.3%
+141.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -0.8% | +2.8% | -3.6% | -1.6% |
| 30D | -2.6% | +17.6% | -20.2% | -7.2% |
| 3M | +0.8% | +8.2% | -7.3% | -2.9% |
| 6M | +9.2% | +38.1% | -28.9% | -3.6% |
| YTD | +5.1% | +117.3% | -112.2% | -19.1% |
| 1Y | +12.2% | +146.1% | -133.9% | -17.7% |
| 3Y | +132.4% | -3.0% | +135.4% | +113.5% |
| 5Y | +91.1% | +93.5% | -2.4% | +26.0% |
| All | +126.6% | -15.3% | +141.9% | +25.4% |
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