-38.6%
FICO vs PTEN
+135.2%
-173.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.7% |
| 7D | -19.2% | +0.7% | -19.9% | -19.1% |
| 30D | -14.6% | +31.2% | -45.8% | -13.2% |
| 3M | -20.1% | +2.0% | -22.1% | -17.9% |
| 6M | -36.3% | +42.4% | -78.7% | -35.4% |
| YTD | -44.9% | +109.2% | -154.1% | -45.1% |
| 1Y | -38.6% | +122.3% | -160.9% | -39.5% |
| All | -38.6% | +135.2% | -173.8% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling