+1,150.1%
FITB vs PTEN
+1,927.4%
-777.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | -4.5% | +29.3% | -33.8% | -10.1% |
| 3M | +5.7% | +7.2% | -1.6% | +2.7% |
| 6M | +17.1% | +43.5% | -26.4% | +5.4% |
| YTD | +18.3% | +113.2% | -94.9% | -2.8% |
| 1Y | +23.9% | +135.1% | -111.2% | -1.2% |
| 3Y | +131.1% | -4.8% | +135.9% | +116.9% |
| 5Y | +71.1% | +94.6% | -23.5% | +29.3% |
| 10Y | +283.9% | -24.2% | +308.1% | +191.0% |
| All | +1,150.1% | +1,927.4% | -777.3% | +600.8% |
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