+376.5%
FIS vs PTEN
+48.2%
+328.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -2.2% | +31.2% | -33.4% | -6.5% |
| 3M | +2.1% | +2.0% | +0.1% | +0.8% |
| 6M | -14.7% | +42.4% | -57.1% | -20.5% |
| YTD | -35.7% | +109.2% | -144.9% | -43.8% |
| 1Y | -37.1% | +122.3% | -159.4% | -45.9% |
| 3Y | -20.0% | -5.6% | -14.4% | -23.9% |
| 5Y | -62.1% | +86.5% | -148.6% | -69.5% |
| 10Y | -37.4% | -22.1% | -15.3% | -52.2% |
| All | +376.5% | +48.2% | +328.3% | +147.2% |
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