-40.7%
FIS vs PTEN
-15.3%
-25.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -8.9% | +2.8% | -11.7% | -9.2% |
| 30D | -9.9% | +17.6% | -27.5% | -11.6% |
| 3M | 0.0% | +8.2% | -8.2% | -1.5% |
| 6M | -22.9% | +38.1% | -61.0% | -26.5% |
| YTD | -40.9% | +117.3% | -158.2% | -46.7% |
| 1Y | -40.4% | +146.1% | -186.5% | -47.4% |
| 3Y | -25.4% | -3.0% | -22.3% | -28.2% |
| 5Y | -64.8% | +93.5% | -158.3% | -69.9% |
| All | -40.7% | -15.3% | -25.4% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling