+568.8%
VFC vs PTEN
+1,889.0%
-1,320.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.6% | +31.2% | -42.9% | -15.3% |
| 3M | -18.1% | +2.0% | -20.1% | -19.2% |
| 6M | -27.4% | +42.4% | -69.8% | -32.6% |
| YTD | -24.8% | +109.2% | -134.0% | -34.3% |
| 1Y | -8.2% | +122.3% | -130.5% | -20.6% |
| 3Y | -29.1% | -5.6% | -23.5% | -31.5% |
| 5Y | -79.2% | +86.5% | -165.7% | -82.3% |
| 10Y | -68.1% | -22.1% | -46.0% | -73.8% |
| All | +568.8% | +1,889.0% | -1,320.1% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling