+64.3%
XLF vs PTEN
+87.9%
-23.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.5% | +3.5% | -4.9% | -1.9% |
| 30D | -1.2% | +17.5% | -18.7% | -3.4% |
| 3M | +9.2% | +12.7% | -3.5% | +6.8% |
| 6M | +16.3% | +33.1% | -16.8% | +10.1% |
| YTD | +5.4% | +116.4% | -111.0% | -8.0% |
| 1Y | +7.6% | +141.2% | -133.6% | -8.3% |
| 3Y | +74.2% | -3.8% | +78.0% | +66.0% |
| All | +64.3% | +87.9% | -23.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling