+22,274.6%
FICO vs PTEN
+1,488.6%
+20,786.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.9% | -25.5% | +24.6% | +2.9% |
| 30D | +3.3% | -11.7% | +15.0% | +4.7% |
| 3M | -31.7% | -0.5% | -31.2% | -32.0% |
| 6M | -34.0% | -12.9% | -21.1% | -33.6% |
| YTD | -58.3% | +67.1% | -125.4% | -62.1% |
| 1Y | -57.9% | +70.5% | -128.5% | -61.9% |
| 3Y | -24.1% | -10.4% | -13.6% | -27.0% |
| 5Y | +85.3% | +23.7% | +61.7% | +62.6% |
| 10Y | +520.3% | -42.7% | +563.0% | +411.1% |
| All | +22,274.6% | +1,488.6% | +20,786.0% | +15,814.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling