+213.9%
FXI vs PTEN
-6.2%
+220.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | -1.0% | -1.0% | +0.1% | -0.8% |
| 30D | -3.2% | +29.3% | -32.5% | -8.9% |
| 3M | +1.7% | +7.2% | -5.6% | -1.0% |
| 6M | -1.6% | +43.5% | -45.1% | -11.4% |
| YTD | -7.9% | +113.2% | -121.1% | -24.6% |
| 1Y | -9.6% | +135.1% | -144.7% | -28.3% |
| 3Y | +40.5% | -4.8% | +45.3% | +30.3% |
| 5Y | -6.2% | +94.6% | -100.8% | -33.9% |
| 10Y | +14.2% | -24.2% | +38.4% | -23.3% |
| All | +213.9% | -6.2% | +220.1% | +30.0% |
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