+508.9%
XLP vs PTEN
+838.8%
-329.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.9% | +31.2% | -32.1% | -2.8% |
| 3M | +3.8% | +2.0% | +1.8% | +3.3% |
| 6M | -1.7% | +42.4% | -44.1% | -4.7% |
| YTD | +10.3% | +109.2% | -98.9% | +4.0% |
| 1Y | +7.8% | +122.3% | -114.5% | +1.0% |
| 3Y | +27.2% | -5.6% | +32.8% | +24.4% |
| 5Y | +32.5% | +86.5% | -54.0% | +20.3% |
| 10Y | +101.8% | -22.1% | +123.9% | +78.5% |
| All | +508.9% | +838.8% | -329.8% | +353.5% |
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 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