+81.8%
XLI vs PTEN
+87.9%
-6.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.7% | +3.5% | -5.1% | -2.1% |
| 30D | -7.3% | +17.5% | -24.8% | -9.4% |
| 3M | -1.3% | +12.7% | -14.1% | -3.5% |
| 6M | +2.2% | +33.1% | -30.9% | -3.4% |
| YTD | +11.7% | +116.4% | -104.7% | -2.6% |
| 1Y | +14.3% | +141.2% | -126.9% | -2.7% |
| 3Y | +70.3% | -3.8% | +74.1% | +61.4% |
| All | +81.8% | +87.9% | -6.0% | +53.5% |
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