-83.0%
FRMI vs PTEN
+161.0%
-244.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.0% |
| 7D | +15.9% | -1.7% | +17.6% | +15.8% |
| 30D | -6.0% | +18.6% | -24.5% | -4.5% |
| 3M | -1.6% | +12.5% | -14.1% | -0.7% |
| 6M | -30.7% | +41.9% | -72.6% | -29.0% |
| YTD | -30.9% | +117.8% | -148.7% | -26.2% |
| All | -83.0% | +161.0% | -244.0% | -78.5% |
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