+11.4%
FPS vs PTEN
+61.0%
-49.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.1% | +2.9% |
| 7D | +10.4% | -1.0% | +11.4% | +10.4% |
| 30D | -16.5% | +29.3% | -45.8% | -18.8% |
| 3M | -45.5% | +7.2% | -52.8% | -46.1% |
| 6M | +2.1% | +43.5% | -41.5% | -21.6% |
| All | +11.4% | +61.0% | -49.6% | -24.7% |
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