+175.6%
FN vs PTEN
+49.0%
+126.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.8% | -10.1% | -7.8% |
| 7D | +0.3% | +10.6% | -10.3% | -1.6% |
| 30D | -16.5% | -4.9% | -11.6% | -15.9% |
| 3M | -42.1% | +1.4% | -43.5% | -42.5% |
| 6M | -52.9% | -7.0% | -45.9% | -52.7% |
| YTD | -28.0% | +84.8% | -112.7% | -37.2% |
| 1Y | -18.5% | +95.7% | -114.2% | -29.7% |
| 3Y | +93.9% | +2.0% | +91.9% | +78.8% |
| All | +175.6% | +49.0% | +126.6% | +147.6% |
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