+2.0%
PTEN vs FGI
-16.0%
+18.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -25.2% | +28.0% | +3.1% |
| 7D | +10.6% | -14.4% | +25.0% | +10.7% |
| 30D | -4.9% | -11.8% | +6.8% | -4.9% |
| 3M | +1.4% | -46.2% | +47.7% | +2.0% |
| 6M | -7.0% | +5.2% | -12.2% | -7.9% |
| YTD | +84.8% | +10.5% | +74.2% | +81.1% |
| 1Y | +95.7% | +25.5% | +70.2% | +89.7% |
| 3Y | +2.0% | -16.0% | +18.0% | -2.4% |
| All | +2.0% | -16.0% | +18.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling