+118.1%
FN vs PTEN
-2.4%
+120.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.2% | +5.0% |
| 7D | +8.0% | -2.2% | +10.2% | +8.7% |
| 30D | -19.1% | -8.0% | -11.1% | -17.7% |
| 3M | -29.8% | -5.0% | -24.8% | -29.4% |
| 6M | -43.2% | -10.6% | -32.5% | -42.3% |
| YTD | -18.9% | +75.5% | -94.5% | -33.0% |
| 1Y | -17.9% | +70.2% | -88.0% | -31.6% |
| All | +118.1% | -2.4% | +120.5% | +107.4% |
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