+1,111.5%
XLI vs PTEN
+856.9%
+254.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | -5.8% | +29.3% | -35.1% | -10.1% |
| 3M | +0.7% | +7.2% | -6.5% | -1.4% |
| 6M | +3.2% | +43.5% | -40.4% | -4.9% |
| YTD | +13.0% | +113.2% | -100.2% | -2.9% |
| 1Y | +16.8% | +135.1% | -118.3% | -1.9% |
| 3Y | +72.4% | -4.8% | +77.3% | +63.6% |
| 5Y | +82.8% | +94.6% | -11.8% | +44.6% |
| 10Y | +252.4% | -24.2% | +276.6% | +171.7% |
| All | +1,111.5% | +856.9% | +254.6% | +590.0% |
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