-68.4%
VFC vs PTEN
+49.0%
-117.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.7% |
| 7D | +1.6% | +10.6% | -9.0% | -0.5% |
| 30D | +25.5% | -4.9% | +30.4% | +25.7% |
| 3M | +41.3% | +1.4% | +39.8% | +38.7% |
| 6M | +22.2% | -7.0% | +29.2% | +20.6% |
| YTD | +16.4% | +84.8% | -68.4% | -7.6% |
| 1Y | +38.4% | +95.7% | -57.3% | +8.0% |
| 3Y | +56.2% | +2.0% | +54.3% | +37.1% |
| All | -68.4% | +49.0% | -117.4% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling