+32.7%
FITB vs PTEN
+90.8%
-58.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.2% |
| 7D | +2.8% | +10.6% | -7.8% | +2.9% |
| 30D | +9.8% | -4.9% | +14.7% | +9.5% |
| 3M | -5.2% | +1.4% | -6.6% | -5.2% |
| 6M | +17.3% | -7.0% | +24.4% | +18.2% |
| YTD | +19.3% | +84.8% | -65.5% | +2.5% |
| 1Y | +32.7% | +95.7% | -63.0% | +11.3% |
| All | +32.7% | +90.8% | -58.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling