+823.0%
XLB vs PTEN
+706.5%
+116.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.7% |
| 7D | 0.0% | +7.2% | -7.2% | -1.3% |
| 30D | +5.3% | -7.4% | +12.6% | +6.2% |
| 3M | 0.0% | -2.4% | +2.4% | -0.4% |
| 6M | +1.2% | -10.0% | +11.2% | +1.2% |
| YTD | +16.9% | +79.7% | -62.8% | +0.7% |
| 1Y | +20.9% | +86.5% | -65.6% | +3.2% |
| 3Y | +43.3% | -1.4% | +44.7% | +33.1% |
| 5Y | +28.3% | +43.9% | -15.6% | +3.6% |
| 10Y | +165.3% | -40.0% | +205.3% | +105.2% |
| All | +823.0% | +706.5% | +116.5% | +395.4% |
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