+133.0%
FROG vs PTEN
+94.7%
+38.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -0.9% | +18.6% | -19.5% | -3.8% |
| 3M | +7.5% | +12.5% | -5.0% | +4.6% |
| 6M | +107.0% | +41.9% | +65.2% | +92.3% |
| YTD | +39.8% | +117.8% | -78.0% | +19.5% |
| 1Y | +74.8% | +145.3% | -70.5% | +45.3% |
| 3Y | +219.3% | -2.8% | +222.1% | +199.0% |
| 5Y | +133.0% | +93.4% | +39.6% | +90.5% |
| All | +133.0% | +94.7% | +38.3% | +90.5% |
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 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