+44.0%
XLP vs PTEN
+49.0%
-5.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.3% |
| 7D | +2.5% | +10.6% | -8.1% | +2.2% |
| 30D | +7.3% | -4.9% | +12.2% | +7.3% |
| 3M | +8.1% | +1.4% | +6.6% | +7.8% |
| 6M | +10.5% | -7.0% | +17.5% | +10.4% |
| YTD | +21.2% | +84.8% | -63.6% | +17.0% |
| 1Y | +22.7% | +95.7% | -73.0% | +18.1% |
| 3Y | +44.8% | +2.0% | +42.8% | +42.2% |
| All | +44.0% | +49.0% | -5.0% | +39.6% |
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