+14.7%
FXI vs PTEN
-15.6%
+30.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -3.9% | +3.5% | -7.3% | -4.2% |
| 30D | -2.1% | +17.5% | -19.6% | -3.9% |
| 3M | -0.5% | +12.7% | -13.2% | -2.2% |
| 6M | -4.5% | +33.1% | -37.6% | -8.4% |
| YTD | -9.2% | +116.4% | -125.7% | -17.8% |
| 1Y | -13.8% | +141.2% | -155.0% | -23.1% |
| 3Y | +36.6% | -3.8% | +40.4% | +31.7% |
| 5Y | -6.7% | +92.7% | -99.4% | -19.6% |
| All | +14.7% | -15.6% | +30.3% | -6.5% |
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 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