+44.2%
XLU vs PTEN
+87.9%
-43.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | -3.3% | +17.5% | -20.8% | -4.3% |
| 3M | -3.2% | +12.7% | -15.9% | -4.1% |
| 6M | -7.0% | +33.1% | -40.0% | -9.2% |
| YTD | +0.6% | +116.4% | -115.8% | -5.3% |
| 1Y | +2.4% | +141.2% | -138.7% | -4.6% |
| 3Y | +46.3% | -3.8% | +50.0% | +43.2% |
| All | +44.2% | +87.9% | -43.7% | +40.7% |
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