+49.5%
FND vs PTEN
-30.2%
+79.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.9% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | -23.6% | +29.3% | -52.9% | -27.2% |
| 3M | +4.3% | +7.2% | -2.9% | +1.7% |
| 6M | -20.3% | +43.5% | -63.8% | -27.7% |
| YTD | -21.3% | +113.2% | -134.5% | -34.3% |
| 1Y | -45.4% | +135.1% | -180.4% | -55.6% |
| 3Y | -48.9% | -4.8% | -44.0% | -52.2% |
| 5Y | -61.0% | +94.6% | -155.6% | -70.3% |
| All | +49.5% | -30.2% | +79.7% | +4.5% |
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