+158.8%
XLB vs PTEN
-15.3%
+174.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.5% | +2.8% | -6.3% | -4.0% |
| 30D | -4.7% | +17.6% | -22.2% | -7.2% |
| 3M | +2.7% | +8.2% | -5.5% | +0.6% |
| 6M | +2.6% | +38.1% | -35.5% | -4.3% |
| YTD | +12.8% | +117.3% | -104.4% | -2.8% |
| 1Y | +14.0% | +146.1% | -132.1% | -4.5% |
| 3Y | +31.5% | -3.0% | +34.5% | +24.6% |
| 5Y | +33.4% | +93.5% | -60.0% | +7.2% |
| All | +158.8% | -15.3% | +174.1% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling