-28.9%
FICO vs PTEN
+2.7%
-31.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | +2.2% | +10.6% | -8.4% | +1.4% |
| 30D | +0.1% | -4.9% | +5.0% | +0.2% |
| 3M | -35.2% | +1.4% | -36.6% | -35.5% |
| 6M | -32.4% | -7.0% | -25.3% | -32.1% |
| YTD | -57.4% | +84.8% | -142.2% | -61.3% |
| 1Y | -58.5% | +95.7% | -154.2% | -62.7% |
| 3Y | -28.9% | +2.0% | -30.8% | -32.7% |
| All | -28.9% | +2.7% | -31.6% | -32.7% |
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