+172.0%
XHB vs PTEN
-48.9%
+220.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.4% | -2.8% |
| 7D | +0.2% | -1.0% | +1.2% | +0.3% |
| 30D | -9.1% | +29.3% | -38.4% | -14.4% |
| 3M | -2.3% | +7.2% | -9.6% | -5.3% |
| 6M | -4.1% | +43.5% | -47.7% | -14.2% |
| YTD | -1.7% | +113.2% | -114.9% | -20.0% |
| 1Y | -15.1% | +135.1% | -150.2% | -33.0% |
| 3Y | +26.8% | -4.8% | +31.7% | +17.8% |
| 5Y | +37.3% | +94.6% | -57.3% | -1.8% |
| 10Y | +205.7% | -24.2% | +229.9% | +109.5% |
| All | +172.0% | -48.9% | +220.9% | +27.7% |
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