-83.1%
FRMI vs PTEN
+159.4%
-242.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +7.4% | +3.5% | +4.0% | +7.7% |
| 30D | -27.6% | +17.5% | -45.2% | -26.6% |
| 3M | -20.9% | +12.7% | -33.6% | -20.1% |
| 6M | -36.6% | +33.1% | -69.7% | -35.3% |
| YTD | -31.3% | +116.4% | -147.7% | -26.6% |
| All | -83.1% | +159.4% | -242.5% | -78.7% |
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