+631.5%
XLU vs PTEN
+871.3%
-239.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.6% | +3.5% | -5.1% | -1.9% |
| 30D | -3.3% | +17.5% | -20.8% | -4.8% |
| 3M | -3.2% | +12.7% | -15.9% | -4.6% |
| 6M | -7.0% | +33.1% | -40.0% | -10.2% |
| YTD | +0.6% | +116.4% | -115.8% | -7.5% |
| 1Y | +2.4% | +141.2% | -138.7% | -7.1% |
| 3Y | +46.3% | -3.8% | +50.0% | +41.8% |
| 5Y | +44.0% | +92.7% | -48.7% | +25.9% |
| 10Y | +140.1% | -17.1% | +157.1% | +100.3% |
| All | +631.5% | +871.3% | -239.8% | +372.9% |
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