+84.4%
FICO vs PTEN
+49.0%
+35.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | +2.2% | +10.6% | -8.4% | +1.2% |
| 30D | +0.1% | -4.9% | +5.0% | +0.3% |
| 3M | -35.2% | +1.4% | -36.6% | -35.5% |
| 6M | -32.4% | -7.0% | -25.3% | -32.3% |
| YTD | -57.4% | +84.8% | -142.2% | -61.2% |
| 1Y | -58.5% | +95.7% | -154.2% | -62.6% |
| 3Y | -28.9% | +2.0% | -30.8% | -32.4% |
| All | +84.4% | +49.0% | +35.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling