+142.5%
XLC vs PTEN
-13.1%
+155.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.8% | +0.7% | -1.6% | -0.9% |
| 30D | +1.0% | +31.2% | -30.2% | -1.9% |
| 3M | -0.7% | +2.0% | -2.7% | -1.4% |
| 6M | -5.1% | +42.4% | -47.6% | -9.6% |
| YTD | -4.3% | +109.2% | -113.5% | -12.7% |
| 1Y | -0.6% | +122.3% | -122.9% | -10.3% |
| 3Y | +72.7% | -5.6% | +78.3% | +66.8% |
| 5Y | +38.0% | +86.5% | -48.5% | +19.6% |
| All | +142.5% | -13.1% | +155.5% | +100.2% |
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