+906.3%
XBI vs PTEN
-48.1%
+954.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.2% |
| 30D | -2.0% | +17.5% | -19.5% | -4.9% |
| 3M | +17.8% | +12.7% | +5.1% | +14.3% |
| 6M | +23.7% | +33.1% | -9.4% | +15.1% |
| YTD | +28.2% | +116.4% | -88.2% | +8.7% |
| 1Y | +64.0% | +141.2% | -77.2% | +35.3% |
| 3Y | +99.4% | -3.8% | +103.2% | +87.8% |
| 5Y | +19.3% | +92.7% | -73.4% | -7.9% |
| 10Y | +158.7% | -17.1% | +175.8% | +92.4% |
| All | +906.3% | -48.1% | +954.4% | +463.7% |
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 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