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  • PTEN vs FGI✓SelectedUSD · FGIPTEN vs FGI performance historyLatest closeAs of-1.04%09/04
Stock and ETF performance explorer

PTEN vs FGI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+122.3%
FGI return
+81.8%
Excess return
+40.5%
Maximum drawdown
-32.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioFGIExcessAlpha
1D-1.0%+7.5%-8.6%-1.1%
7D+0.7%+0.5%+0.2%+0.7%
30D+31.2%+65.4%-34.2%+30.1%
3M+2.0%+23.5%-21.5%+1.5%
6M+42.4%+60.5%-18.1%+39.8%
YTD+109.2%+30.0%+79.2%+106.5%
1Y+122.3%+82.1%+40.2%+111.2%
All+122.3%+81.8%+40.5%+111.2%

Cumulative growth

Daily Returns

Daily percentage return beside FGI.

Daily Out/Under-Performance

Portfolio return minus FGI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…

1y analysis · Full analysis span regression · 6 months rolling