+141.6%
FITB vs PTEN
+2.7%
+138.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +2.8% | +10.6% | -7.8% | +1.1% |
| 30D | +9.8% | -4.9% | +14.7% | +10.0% |
| 3M | -5.2% | +1.4% | -6.6% | -6.3% |
| 6M | +17.3% | -7.0% | +24.4% | +17.1% |
| YTD | +19.3% | +84.8% | -65.5% | -1.1% |
| 1Y | +32.7% | +95.7% | -63.0% | +8.3% |
| 3Y | +141.6% | +2.0% | +139.6% | +130.3% |
| All | +141.6% | +2.7% | +138.9% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling