-78.7%
VFC vs PTEN
+89.8%
-168.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.7% |
| 7D | -2.3% | -1.7% | -0.7% | -2.0% |
| 30D | -13.4% | +18.6% | -31.9% | -16.8% |
| 3M | -23.7% | +12.5% | -36.2% | -26.7% |
| 6M | -24.5% | +41.9% | -66.3% | -33.3% |
| YTD | -27.8% | +117.8% | -145.6% | -43.7% |
| 1Y | -13.5% | +145.3% | -158.8% | -34.9% |
| 3Y | -27.1% | -2.8% | -24.3% | -35.1% |
| All | -78.7% | +89.8% | -168.4% | -83.3% |
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