+889.2%
XLV vs PTEN
+871.3%
+17.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | +3.5% | -7.0% | -3.8% |
| 30D | -1.8% | +17.5% | -19.4% | -3.3% |
| 3M | +7.8% | +12.7% | -4.9% | +6.2% |
| 6M | +9.1% | +33.1% | -24.0% | +5.4% |
| YTD | +7.7% | +116.4% | -108.7% | -0.5% |
| 1Y | +20.4% | +141.2% | -120.8% | +9.7% |
| 3Y | +30.8% | -3.8% | +34.6% | +26.9% |
| 5Y | +34.6% | +92.7% | -58.1% | +18.5% |
| 10Y | +173.4% | -17.1% | +190.5% | +132.6% |
| All | +889.2% | +871.3% | +17.9% | +601.5% |
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