-10.4%
PTEN vs FGI
+1.5%
-12.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -25.5% | -7.0% | -18.6% | -25.5% |
| 30D | -11.7% | -4.2% | -7.4% | -11.6% |
| 3M | -0.5% | +55.6% | -56.1% | -1.8% |
| 6M | -12.9% | -3.2% | -9.7% | -13.4% |
| YTD | +67.1% | +29.1% | +38.0% | +63.7% |
| 1Y | +70.5% | +51.0% | +19.6% | +65.1% |
| 3Y | -10.4% | +1.5% | -12.0% | -14.8% |
| All | -10.4% | +1.5% | -12.0% | -14.8% |
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