+70.7%
FROG vs PTEN
+279.5%
-208.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | +48.2% | +7.2% | +41.0% | +46.9% |
| 30D | +11.4% | -7.4% | +18.8% | +12.6% |
| 3M | +28.5% | -2.4% | +30.9% | +29.0% |
| 6M | +63.7% | -10.0% | +73.7% | +65.1% |
| YTD | +77.1% | +79.7% | -2.6% | +63.2% |
| 1Y | +79.3% | +86.5% | -7.2% | +64.4% |
| 3Y | +323.8% | -1.4% | +325.1% | +305.4% |
| 5Y | +198.9% | +43.9% | +155.0% | +183.5% |
| All | +70.7% | +279.5% | -208.8% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling