+1,019.2%
XLE vs PTEN
+687.6%
+331.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.5% |
| 7D | -0.2% | -2.2% | +1.9% | +0.5% |
| 30D | -4.0% | -8.0% | +4.0% | -1.5% |
| 3M | +4.6% | -5.0% | +9.7% | +5.7% |
| 6M | +12.3% | -10.6% | +23.0% | +14.8% |
| YTD | +44.5% | +75.5% | -31.0% | +13.6% |
| 1Y | +42.4% | +70.2% | -27.7% | +12.9% |
| 3Y | +67.0% | -3.7% | +70.7% | +53.3% |
| 5Y | +161.9% | +34.9% | +127.0% | +95.9% |
| 10Y | +173.9% | -41.4% | +215.3% | +105.2% |
| All | +1,019.2% | +687.6% | +331.6% | +269.8% |
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