+994.0%
XLE vs PTEN
+645.3%
+348.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -7.9% | -16.4% | +8.5% | -1.7% |
| 30D | -4.8% | -12.8% | +8.0% | -0.3% |
| 3M | +8.4% | +0.7% | +7.7% | +7.0% |
| 6M | +12.7% | -12.2% | +24.9% | +15.9% |
| YTD | +41.3% | +66.1% | -24.8% | +13.4% |
| 1Y | +42.3% | +69.2% | -26.9% | +13.1% |
| 3Y | +65.1% | -8.2% | +73.3% | +54.3% |
| 5Y | +150.2% | +19.2% | +131.0% | +95.8% |
| 10Y | +163.9% | -45.6% | +209.5% | +103.2% |
| All | +994.0% | +645.3% | +348.7% | +269.0% |
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