+8.9%
XLRE vs PTEN
+87.9%
-78.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -1.2% | +3.5% | -4.6% | -1.4% |
| 30D | -2.4% | +17.5% | -19.9% | -3.8% |
| 3M | -2.5% | +12.7% | -15.2% | -3.8% |
| 6M | +4.0% | +33.1% | -29.1% | +0.5% |
| YTD | +9.3% | +116.4% | -107.2% | +0.3% |
| 1Y | +5.6% | +141.2% | -135.6% | -4.6% |
| 3Y | +31.3% | -3.8% | +35.1% | +27.2% |
| All | +8.9% | +87.9% | -78.9% | +0.2% |
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