+28.4%
XLY vs PTEN
+87.9%
-59.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -1.7% | +3.5% | -5.2% | -2.1% |
| 30D | -4.2% | +17.5% | -21.7% | -6.1% |
| 3M | -2.7% | +12.7% | -15.4% | -4.5% |
| 6M | -0.6% | +33.1% | -33.7% | -5.6% |
| YTD | -5.0% | +116.4% | -121.5% | -16.5% |
| 1Y | -4.1% | +141.2% | -145.3% | -17.5% |
| 3Y | +33.6% | -3.8% | +37.4% | +26.3% |
| All | +28.4% | +87.9% | -59.5% | +8.7% |
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