+40.0%
PTEN vs FGI
-70.4%
+110.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +31.2% | +65.4% | -34.2% | +27.7% |
| 3M | +2.0% | +23.5% | -21.5% | +0.1% |
| 6M | +42.4% | +60.5% | -18.1% | +35.5% |
| YTD | +109.2% | +30.0% | +79.2% | +100.6% |
| 1Y | +122.3% | +82.1% | +40.2% | +102.0% |
| 3Y | -5.6% | -4.4% | -1.2% | -13.5% |
| All | +40.0% | -70.4% | +110.4% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling