+284.0%
FITB vs PTEN
-15.6%
+299.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | +3.5% | -3.7% | -1.2% |
| 30D | -5.7% | +17.5% | -23.2% | -10.1% |
| 3M | +3.2% | +12.7% | -9.6% | -1.7% |
| 6M | +23.4% | +33.1% | -9.7% | +10.2% |
| YTD | +18.8% | +116.4% | -97.6% | -8.5% |
| 1Y | +25.0% | +141.2% | -116.2% | -7.7% |
| 3Y | +131.2% | -3.8% | +135.0% | +112.1% |
| 5Y | +70.7% | +92.7% | -22.0% | +15.0% |
| All | +284.0% | -15.6% | +299.6% | +117.1% |
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