-24.1%
FICO vs PTEN
-13.8%
-10.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.9% | -25.5% | +24.6% | +1.3% |
| 30D | +3.3% | -11.7% | +15.0% | +4.1% |
| 3M | -31.7% | -0.5% | -31.2% | -31.9% |
| 6M | -34.0% | -12.9% | -21.1% | -33.4% |
| YTD | -58.3% | +67.1% | -125.4% | -61.7% |
| 1Y | -57.9% | +70.5% | -128.5% | -61.6% |
| 3Y | -24.1% | -10.4% | -13.6% | -28.2% |
| All | -24.1% | -13.8% | -10.3% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling