+36.0%
FXI vs PTEN
-3.4%
+39.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.6% |
| 7D | -2.8% | +2.8% | -5.6% | -3.0% |
| 30D | -3.7% | +17.6% | -21.2% | -5.1% |
| 3M | -0.4% | +8.2% | -8.6% | -1.4% |
| 6M | -5.4% | +38.1% | -43.5% | -9.3% |
| YTD | -9.6% | +117.3% | -126.9% | -18.1% |
| 1Y | -11.9% | +146.1% | -158.0% | -21.8% |
| All | +36.0% | -3.4% | +39.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling