-7.0%
FXI vs PTEN
+89.3%
-96.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.6% |
| 7D | -2.8% | +2.8% | -5.6% | -3.1% |
| 30D | -3.7% | +17.6% | -21.2% | -5.3% |
| 3M | -0.4% | +8.2% | -8.6% | -1.6% |
| 6M | -5.4% | +38.1% | -43.5% | -9.5% |
| YTD | -9.6% | +117.3% | -126.9% | -18.1% |
| 1Y | -11.9% | +146.1% | -158.0% | -21.6% |
| 3Y | +37.8% | -3.0% | +40.9% | +32.5% |
| 5Y | -7.0% | +93.5% | -100.5% | -18.8% |
| All | -7.0% | +89.3% | -96.4% | -18.8% |
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 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