+3,689.8%
FN vs PTEN
+23.0%
+3,666.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.4% |
| 3M | -43.0% | +2.0% | -45.0% | -43.7% |
| 6M | -27.7% | +42.4% | -70.2% | -34.0% |
| YTD | -10.5% | +109.2% | -119.7% | -24.6% |
| 1Y | +12.5% | +122.3% | -109.8% | -7.0% |
| 3Y | +153.8% | -5.6% | +159.4% | +140.5% |
| 5Y | +288.0% | +86.5% | +201.5% | +199.0% |
| 10Y | +906.4% | -22.1% | +928.6% | +652.8% |
| All | +3,689.8% | +23.0% | +3,666.8% | +2,098.0% |
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