+1,024.7%
XLE vs PTEN
+838.8%
+185.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | +11.8% | +31.2% | -19.4% | +0.6% |
| 3M | +9.8% | +2.0% | +7.8% | +7.6% |
| 6M | +15.6% | +42.4% | -26.8% | -0.8% |
| YTD | +45.3% | +109.2% | -63.9% | +7.7% |
| 1Y | +48.3% | +122.3% | -74.0% | +6.3% |
| 3Y | +55.4% | -5.6% | +61.0% | +44.1% |
| 5Y | +216.1% | +86.5% | +129.6% | +109.4% |
| 10Y | +178.4% | -22.1% | +200.5% | +87.9% |
| All | +1,024.7% | +838.8% | +185.9% | +250.4% |
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