+549.1%
FICO vs PTEN
-41.5%
+590.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.7% |
| 7D | +4.0% | -2.2% | +6.1% | +4.2% |
| 30D | -1.5% | -8.0% | +6.5% | -0.9% |
| 3M | -29.8% | -5.0% | -24.8% | -29.6% |
| 6M | -33.3% | -10.6% | -22.6% | -33.1% |
| YTD | -56.9% | +75.5% | -132.4% | -60.8% |
| 1Y | -59.5% | +70.2% | -129.6% | -63.1% |
| 3Y | -26.9% | -3.7% | -23.2% | -30.2% |
| 5Y | +92.9% | +34.9% | +58.0% | +68.4% |
| All | +549.1% | -41.5% | +590.6% | +392.1% |
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