+35.2%
FROG vs PTEN
+341.7%
-306.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -11.3% | +0.7% | -12.0% | -11.4% |
| 30D | +3.6% | +31.2% | -27.6% | +0.3% |
| 3M | +1.7% | +2.0% | -0.4% | +1.0% |
| 6M | +123.5% | +42.4% | +81.1% | +112.5% |
| YTD | +40.2% | +109.2% | -68.9% | +26.9% |
| 1Y | +81.0% | +122.3% | -41.3% | +62.0% |
| 3Y | +194.8% | -5.6% | +200.3% | +180.2% |
| 5Y | +131.8% | +86.5% | +45.3% | +116.6% |
| All | +35.2% | +341.7% | -306.5% | +31.0% |
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