-51.2%
FLUT vs PTEN
+89.3%
-140.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.6% | +2.8% | -6.4% | -3.9% |
| 30D | -0.3% | +17.6% | -17.9% | -2.7% |
| 3M | -12.6% | +8.2% | -20.8% | -14.0% |
| 6M | -8.0% | +38.1% | -46.1% | -13.5% |
| YTD | -54.1% | +117.3% | -171.4% | -60.1% |
| 1Y | -66.1% | +146.1% | -212.2% | -71.3% |
| 3Y | -45.0% | -3.0% | -42.0% | -48.0% |
| 5Y | -51.2% | +93.5% | -144.7% | -56.2% |
| All | -51.2% | +89.3% | -140.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling