-39.3%
FICO vs PTEN
+131.4%
-170.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.2% |
| 7D | -15.4% | -1.0% | -14.4% | -15.5% |
| 30D | -10.4% | +29.3% | -39.7% | -9.0% |
| 3M | -22.7% | +7.2% | -29.9% | -20.6% |
| 6M | -36.8% | +43.5% | -80.3% | -35.9% |
| YTD | -44.8% | +113.2% | -158.0% | -45.1% |
| 1Y | -39.3% | +135.1% | -174.4% | -40.5% |
| All | -39.3% | +131.4% | -170.7% | -40.5% |
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