+90.1%
FTV vs PTEN
-24.8%
+114.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.6% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | -9.5% | +18.6% | -28.1% | -12.0% |
| 3M | -10.9% | +12.5% | -23.4% | -13.3% |
| 6M | -0.6% | +41.9% | -42.5% | -7.5% |
| YTD | +1.4% | +117.8% | -116.4% | -12.3% |
| 1Y | +17.6% | +145.3% | -127.7% | -0.7% |
| 3Y | -3.3% | -2.8% | -0.4% | -8.2% |
| 5Y | -0.1% | +93.4% | -93.6% | -19.5% |
| 10Y | +82.5% | -16.6% | +99.1% | +27.2% |
| All | +90.1% | -24.8% | +114.9% | +33.3% |
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