+106.4%
XLRE vs PTEN
-2.0%
+108.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.7% | +2.8% | -5.5% | -2.9% |
| 30D | -2.3% | +17.6% | -19.9% | -3.8% |
| 3M | -3.5% | +8.2% | -11.7% | -4.5% |
| 6M | +1.9% | +38.1% | -36.2% | -1.9% |
| YTD | +8.3% | +117.3% | -108.9% | -0.1% |
| 1Y | +6.4% | +146.1% | -139.7% | -3.3% |
| 3Y | +30.2% | -3.0% | +33.3% | +26.3% |
| 5Y | +8.6% | +93.5% | -84.8% | -3.5% |
| 10Y | +87.4% | -16.8% | +104.1% | +48.2% |
| All | +106.4% | -2.0% | +108.4% | +58.2% |
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 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