+56.2%
VFC vs PTEN
+2.7%
+53.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.6% |
| 7D | +1.6% | +10.6% | -9.0% | -0.7% |
| 30D | +25.5% | -4.9% | +30.4% | +25.6% |
| 3M | +41.3% | +1.4% | +39.8% | +38.0% |
| 6M | +22.2% | -7.0% | +29.2% | +20.5% |
| YTD | +16.4% | +84.8% | -68.4% | -17.3% |
| 1Y | +38.4% | +95.7% | -57.3% | -4.3% |
| 3Y | +56.2% | +2.0% | +54.3% | +34.4% |
| All | +56.2% | +2.7% | +53.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling