-59.7%
FICO vs PTEN
+77.0%
-136.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.5% |
| 7D | +1.4% | +7.2% | -5.8% | +1.7% |
| 30D | -0.8% | -7.4% | +6.6% | -1.1% |
| 3M | -31.3% | -2.4% | -28.9% | -31.3% |
| 6M | -33.9% | -10.0% | -23.9% | -32.6% |
| YTD | -57.6% | +79.7% | -137.3% | -55.9% |
| 1Y | -59.7% | +86.5% | -146.2% | -58.0% |
| All | -59.7% | +77.0% | -136.7% | -58.0% |
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