+1,475.9%
XLK vs PTEN
+871.3%
+604.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.2% | +3.5% | -3.3% | -0.3% |
| 30D | -0.6% | +17.5% | -18.2% | -3.1% |
| 3M | +2.6% | +12.7% | -10.2% | +0.1% |
| 6M | +34.0% | +33.1% | +0.9% | +26.7% |
| YTD | +30.7% | +116.4% | -85.8% | +14.6% |
| 1Y | +39.2% | +141.2% | -102.0% | +19.6% |
| 3Y | +120.4% | -3.8% | +124.2% | +110.7% |
| 5Y | +148.8% | +92.7% | +56.1% | +104.7% |
| 10Y | +803.3% | -17.1% | +820.4% | +608.6% |
| All | +1,475.9% | +871.3% | +604.6% | +801.9% |
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