+289.3%
FN vs PTEN
+90.4%
+198.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -22.0% | +31.2% | -53.2% | -25.9% |
| 3M | -43.0% | +2.0% | -45.0% | -43.5% |
| 6M | -27.7% | +42.4% | -70.2% | -33.5% |
| YTD | -10.5% | +109.2% | -119.7% | -23.7% |
| 1Y | +12.5% | +122.3% | -109.8% | -5.7% |
| 3Y | +153.8% | -5.6% | +159.4% | +135.6% |
| All | +289.3% | +90.4% | +198.9% | +212.1% |
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