+19.9%
XBI vs PTEN
+87.9%
-68.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -4.6% | +3.5% | -8.1% | -5.0% |
| 30D | -2.0% | +17.5% | -19.5% | -3.9% |
| 3M | +17.8% | +12.7% | +5.1% | +15.6% |
| 6M | +23.7% | +33.1% | -9.4% | +17.7% |
| YTD | +28.2% | +116.4% | -88.2% | +13.4% |
| 1Y | +64.0% | +141.2% | -77.2% | +42.0% |
| 3Y | +99.4% | -3.8% | +103.2% | +89.9% |
| All | +19.9% | +87.9% | -68.0% | +0.7% |
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