+555.5%
FHN vs PTEN
+1,656.8%
-1,101.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | +2.1% | +10.6% | -8.5% | +0.1% |
| 30D | +3.8% | -4.9% | +8.7% | +4.2% |
| 3M | -8.9% | +1.4% | -10.4% | -10.0% |
| 6M | +1.8% | -7.0% | +8.8% | +1.2% |
| YTD | +0.6% | +84.8% | -84.2% | -13.9% |
| 1Y | +12.9% | +95.7% | -82.7% | -4.5% |
| 3Y | +126.4% | +2.0% | +124.4% | +111.4% |
| 5Y | +62.3% | +48.0% | +14.3% | +32.5% |
| 10Y | +84.0% | -38.3% | +122.3% | +47.7% |
| All | +555.5% | +1,656.8% | -1,101.3% | +297.6% |
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